+250.7%
HOOD vs AME
+77.8%
+172.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -3.3% |
| 7D | +17.1% | +0.6% | +16.5% | +16.5% |
| 30D | +31.6% | -6.7% | +38.3% | +39.1% |
| 3M | +38.2% | +4.1% | +34.2% | +32.2% |
| 6M | +48.5% | +1.6% | +47.0% | +44.4% |
| YTD | +8.0% | +16.1% | -8.2% | -7.4% |
| 1Y | +18.7% | +27.3% | -8.7% | -7.0% |
| 3Y | +999.1% | +50.9% | +948.2% | +636.2% |
| 5Y | +181.7% | +81.4% | +100.3% | +21.2% |
| All | +250.7% | +77.8% | +172.9% | +21.3% |
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