+740.7%
GOOGL vs AME
+427.9%
+312.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -3.2% | -8.6% | +5.4% | +1.5% |
| 3M | -6.6% | +5.8% | -12.4% | -10.1% |
| 6M | +8.5% | +3.8% | +4.6% | +5.3% |
| YTD | +6.5% | +14.4% | -8.0% | -2.4% |
| 1Y | +39.4% | +25.8% | +13.7% | +20.8% |
| 3Y | +146.2% | +55.2% | +91.0% | +84.1% |
| 5Y | +138.3% | +85.5% | +52.8% | +59.2% |
| All | +740.7% | +427.9% | +312.8% | +270.5% |
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 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