+135.0%
GOOG vs AME
+82.6%
+52.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -3.6% | -8.6% | +5.0% | +1.0% |
| 3M | -6.4% | +5.8% | -12.2% | -10.0% |
| 6M | +7.8% | +3.8% | +3.9% | +4.5% |
| YTD | +5.5% | +14.4% | -9.0% | -3.6% |
| 1Y | +38.3% | +25.8% | +12.5% | +19.3% |
| 3Y | +143.1% | +55.2% | +87.9% | +75.2% |
| 5Y | +135.0% | +85.5% | +49.5% | +42.2% |
| All | +135.0% | +82.6% | +52.4% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling