+35,474.8%
LOW vs AME
+18,709.1%
+16,765.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | -1.7% | +0.6% | -2.4% | -2.0% |
| 30D | -7.0% | -6.7% | -0.4% | -4.3% |
| 3M | -0.9% | +4.1% | -4.9% | -2.9% |
| 6M | -20.1% | +1.6% | -21.7% | -20.9% |
| YTD | -13.9% | +16.1% | -30.0% | -19.6% |
| 1Y | -21.1% | +27.3% | -48.5% | -29.3% |
| 3Y | -6.6% | +50.9% | -57.5% | -23.0% |
| 5Y | +9.4% | +81.4% | -72.0% | -16.5% |
| 10Y | +220.5% | +417.0% | -196.5% | +62.6% |
| All | +35,474.8% | +18,709.1% | +16,765.8% | +5,525.5% |
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