+13,444.1%
GOOG vs AME
+3,070.3%
+10,373.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.8% |
| 7D | -2.1% | +0.6% | -2.8% | -2.5% |
| 30D | -6.8% | -6.7% | -0.1% | -3.6% |
| 3M | -9.1% | +4.1% | -13.2% | -11.5% |
| 6M | +10.7% | +1.6% | +9.1% | +9.0% |
| YTD | +7.1% | +16.1% | -9.1% | -2.0% |
| 1Y | +44.6% | +27.3% | +17.3% | +25.9% |
| 3Y | +147.4% | +50.9% | +96.6% | +93.0% |
| 5Y | +133.8% | +81.4% | +52.4% | +65.2% |
| 10Y | +777.5% | +417.0% | +360.6% | +252.1% |
| All | +13,444.1% | +3,070.3% | +10,373.8% | +2,082.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling