+3,207.6%
MAR vs AME
+6,684.5%
-3,476.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | +2.9% | -4.1% | +7.0% | +4.9% |
| 30D | +17.0% | -4.1% | +21.2% | +19.2% |
| 3M | +23.2% | -5.6% | +28.8% | +26.3% |
| 6M | +21.7% | +2.8% | +18.9% | +18.3% |
| YTD | +38.9% | +16.6% | +22.3% | +25.5% |
| 1Y | +48.7% | +21.1% | +27.6% | +31.6% |
| 3Y | +122.9% | +61.1% | +61.8% | +66.2% |
| 5Y | +177.5% | +76.6% | +100.9% | +96.8% |
| 10Y | +537.5% | +431.3% | +106.2% | +149.9% |
| All | +3,207.6% | +6,684.5% | -3,476.9% | +350.4% |
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