+39,776.7%
LOW vs AME
+19,084.3%
+20,692.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.4% | +5.9% | -4.5% | -1.0% |
| 30D | +21.7% | -1.9% | +23.6% | +22.0% |
| 3M | +5.0% | -5.4% | +10.4% | +6.7% |
| 6M | +4.6% | +4.9% | -0.3% | +1.4% |
| YTD | -3.5% | +18.5% | -22.0% | -11.2% |
| 1Y | +0.5% | +25.5% | -24.9% | -9.8% |
| 3Y | +24.8% | +63.0% | -38.2% | -1.1% |
| 5Y | +6.5% | +78.3% | -71.9% | -18.6% |
| 10Y | +294.6% | +447.1% | -152.5% | +94.6% |
| All | +39,776.7% | +19,084.3% | +20,692.4% | +6,108.9% |
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