+39,729.4%
LOW vs AME
+18,999.6%
+20,729.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.1% | +8.1% | -8.0% | -3.2% |
| 30D | +21.3% | -3.8% | +25.0% | +22.6% |
| 3M | +6.0% | -6.6% | +12.6% | +8.3% |
| 6M | +2.6% | +4.6% | -2.0% | -0.4% |
| YTD | -3.6% | +17.9% | -21.5% | -11.2% |
| 1Y | -1.0% | +23.2% | -24.2% | -10.4% |
| 3Y | +24.2% | +62.9% | -38.8% | -1.6% |
| 5Y | +6.3% | +77.5% | -71.2% | -18.6% |
| 10Y | +294.1% | +444.7% | -150.6% | +94.7% |
| All | +39,729.4% | +18,999.6% | +20,729.9% | +6,113.2% |
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