+38.6%
HPQ vs AME
+83.9%
-45.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.3% |
| 7D | +2.2% | +1.3% | +0.9% | +1.4% |
| 30D | +9.7% | -6.6% | +16.3% | +14.0% |
| 3M | +32.7% | +3.0% | +29.8% | +29.3% |
| 6M | +77.7% | +5.3% | +72.4% | +68.8% |
| YTD | +51.0% | +15.4% | +35.6% | +33.5% |
| 1Y | +18.4% | +26.8% | -8.4% | -2.6% |
| 3Y | +25.6% | +56.5% | -31.0% | -14.2% |
| 5Y | +38.6% | +85.2% | -46.6% | -20.7% |
| All | +38.6% | +83.9% | -45.3% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling