+428.8%
MAR vs AME
+432.4%
-3.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.3% |
| 7D | -0.5% | +1.3% | -1.8% | -1.4% |
| 30D | -4.7% | -6.6% | +1.9% | -0.3% |
| 3M | -15.6% | +3.0% | -18.6% | -18.0% |
| 6M | +1.2% | +5.3% | -4.1% | -3.3% |
| YTD | +7.5% | +15.4% | -7.9% | -4.0% |
| 1Y | +26.6% | +26.8% | -0.2% | +5.3% |
| 3Y | +66.0% | +56.5% | +9.4% | +17.0% |
| 5Y | +154.1% | +85.2% | +68.9% | +57.6% |
| All | +428.8% | +432.4% | -3.7% | +92.9% |
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 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