+503.6%
IBKR vs AME
+89.9%
+413.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | 0.0% |
| 7D | -1.3% | +1.7% | -3.1% | -2.5% |
| 30D | -0.2% | -6.4% | +6.2% | +4.3% |
| 3M | +3.0% | +7.1% | -4.1% | -2.1% |
| 6M | +33.9% | +8.2% | +25.7% | +26.2% |
| YTD | +42.5% | +18.2% | +24.3% | +26.6% |
| 1Y | +44.9% | +26.7% | +18.1% | +22.5% |
| 3Y | +293.0% | +60.7% | +232.3% | +178.9% |
| All | +503.6% | +89.9% | +413.7% | +285.3% |
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 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