+15,614.6%
MA vs AME
+1,810.3%
+13,804.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -2.1% |
| 7D | +2.3% | -5.2% | +7.5% | +5.3% |
| 30D | +14.7% | -8.0% | +22.7% | +20.1% |
| 3M | +13.5% | -8.9% | +22.4% | +19.1% |
| 6M | +33.1% | -5.0% | +38.1% | +34.8% |
| YTD | +15.1% | +11.9% | +3.2% | +3.5% |
| 1Y | +18.7% | +16.6% | +2.1% | +3.9% |
| 3Y | +72.1% | +62.5% | +9.6% | +16.7% |
| 5Y | +92.8% | +67.6% | +25.2% | +27.3% |
| 10Y | +571.6% | +450.4% | +121.3% | +100.0% |
| All | +15,614.6% | +1,810.3% | +13,804.3% | +2,164.0% |
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