+780.7%
GOOG vs AME
+445.1%
+335.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.7% | -0.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.9% |
| 30D | -2.0% | -6.4% | +4.5% | +1.5% |
| 3M | -5.9% | +7.1% | -12.9% | -9.9% |
| 6M | +8.9% | +8.2% | +0.7% | +3.4% |
| YTD | +7.1% | +18.2% | -11.1% | -3.5% |
| 1Y | +39.7% | +26.7% | +12.9% | +20.7% |
| 3Y | +145.8% | +60.7% | +85.1% | +80.4% |
| 5Y | +138.6% | +91.6% | +47.0% | +56.7% |
| All | +780.7% | +445.1% | +335.6% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling