+152.0%
MAR vs AME
+85.1%
+67.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | +2.8% | -4.5% | -3.5% |
| 30D | -6.9% | -6.3% | -0.6% | -3.1% |
| 3M | -15.8% | +5.4% | -21.2% | -19.4% |
| 6M | +1.9% | +7.4% | -5.5% | -3.9% |
| YTD | +6.6% | +16.2% | -9.6% | -5.1% |
| 1Y | +23.7% | +26.8% | -3.1% | +3.0% |
| 3Y | +64.6% | +57.5% | +7.1% | +14.5% |
| All | +152.0% | +85.1% | +67.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling