+243.8%
HPQ vs AME
+445.1%
-201.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.3% | +5.1% | +6.2% |
| 7D | +9.8% | +1.7% | +8.0% | +8.6% |
| 30D | +22.4% | -6.4% | +28.8% | +27.8% |
| 3M | +45.2% | +7.1% | +38.1% | +37.5% |
| 6M | +96.4% | +8.2% | +88.3% | +82.5% |
| YTD | +65.4% | +18.2% | +47.2% | +43.3% |
| 1Y | +31.6% | +26.7% | +4.8% | +7.9% |
| 3Y | +37.0% | +60.7% | -23.7% | -7.5% |
| 5Y | +53.0% | +91.6% | -38.6% | -9.9% |
| All | +243.8% | +445.1% | -201.2% | +18.7% |
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