+505.6%
MA vs AME
+421.6%
+84.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.8% | +2.8% | -4.5% | -3.5% |
| 30D | +1.4% | -6.3% | +7.7% | +5.5% |
| 3M | +17.7% | +5.4% | +12.4% | +12.8% |
| 6M | +9.7% | +7.4% | +2.2% | +2.6% |
| YTD | +0.5% | +16.2% | -15.7% | -11.3% |
| 1Y | -2.1% | +26.8% | -28.9% | -19.1% |
| 3Y | +40.1% | +57.5% | -17.4% | -4.4% |
| 5Y | +67.5% | +84.8% | -17.3% | -0.1% |
| 10Y | +505.6% | +424.3% | +81.3% | +108.3% |
| All | +505.6% | +421.6% | +84.0% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling