+39.7%
LVS vs AME
+2,610.0%
-2,570.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.3% |
| 7D | -0.8% | +5.9% | -6.7% | -5.7% |
| 30D | +10.0% | -1.9% | +11.9% | +10.4% |
| 3M | -11.0% | -5.4% | -5.7% | -8.5% |
| 6M | -20.1% | +4.9% | -25.1% | -25.8% |
| YTD | -36.3% | +18.5% | -54.8% | -47.4% |
| 1Y | -36.8% | +25.5% | -62.3% | -50.5% |
| 3Y | -9.5% | +63.0% | -72.6% | -45.9% |
| 5Y | +9.3% | +78.3% | -69.0% | -40.6% |
| 10Y | -11.0% | +447.1% | -458.1% | -84.4% |
| All | +39.7% | +2,610.0% | -2,570.2% | -93.9% |
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