+2,498.9%
MAR vs AME
+6,657.9%
-4,158.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.7% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | -6.7% | -6.7% | 0.0% | -3.1% |
| 3M | -12.5% | +4.1% | -16.6% | -14.9% |
| 6M | +0.6% | +1.6% | -1.0% | -1.0% |
| YTD | +9.1% | +16.1% | -7.0% | -0.6% |
| 1Y | +26.2% | +27.3% | -1.1% | +8.8% |
| 3Y | +68.2% | +50.9% | +17.3% | +30.7% |
| 5Y | +163.9% | +81.4% | +82.5% | +85.2% |
| 10Y | +420.6% | +417.0% | +3.6% | +108.0% |
| All | +2,498.9% | +6,657.9% | -4,158.9% | +256.9% |
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 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