+13,824.2%
MA vs AME
+1,883.0%
+11,941.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.1% |
| 7D | -2.7% | +0.6% | -3.3% | -3.1% |
| 30D | +1.5% | -6.7% | +8.2% | +5.9% |
| 3M | +20.4% | +4.1% | +16.4% | +16.4% |
| 6M | +11.1% | +1.6% | +9.6% | +8.0% |
| YTD | +2.0% | +16.1% | -14.2% | -9.6% |
| 1Y | -2.2% | +27.3% | -29.5% | -18.7% |
| 3Y | +41.9% | +50.9% | -9.0% | +2.2% |
| 5Y | +75.4% | +81.4% | -6.0% | +10.7% |
| 10Y | +527.5% | +417.0% | +110.6% | +96.1% |
| All | +13,824.2% | +1,883.0% | +11,941.2% | +1,877.7% |
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