+237.0%
HOOD vs AME
+77.8%
+159.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +13.4% | +2.8% | +10.6% | +10.8% |
| 30D | +25.8% | -6.3% | +32.0% | +32.5% |
| 3M | +38.0% | +5.4% | +32.6% | +30.4% |
| 6M | +52.2% | +7.4% | +44.8% | +40.7% |
| YTD | +3.7% | +16.2% | -12.4% | -11.0% |
| 1Y | +0.1% | +26.8% | -26.8% | -21.3% |
| 3Y | +992.6% | +57.5% | +935.0% | +603.3% |
| 5Y | +193.0% | +84.8% | +108.1% | +39.0% |
| All | +237.0% | +77.8% | +159.2% | +16.5% |
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