+2,903.2%
HPQ vs AME
+18,709.1%
-15,805.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | +6.9% | +0.6% | +6.3% | +6.6% |
| 30D | +14.4% | -6.7% | +21.1% | +17.7% |
| 3M | +25.6% | +4.1% | +21.5% | +22.9% |
| 6M | +75.0% | +1.6% | +73.5% | +71.9% |
| YTD | +50.7% | +16.1% | +34.5% | +39.5% |
| 1Y | +18.7% | +27.3% | -8.7% | +5.4% |
| 3Y | +21.5% | +50.9% | -29.3% | 0.0% |
| 5Y | +31.6% | +81.4% | -49.8% | +0.6% |
| 10Y | +216.1% | +417.0% | -200.9% | +62.5% |
| All | +2,903.2% | +18,709.1% | -15,805.9% | +489.5% |
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 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