+35,221.4%
MCHP vs AME
+13,551.4%
+21,670.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | +5.7% | +5.9% | -0.2% | +2.2% |
| 30D | -13.4% | -1.9% | -11.5% | -12.2% |
| 3M | -20.1% | -5.4% | -14.8% | -17.0% |
| 6M | -35.5% | +4.9% | -40.4% | -36.5% |
| YTD | -1.6% | +18.5% | -20.0% | -9.5% |
| 1Y | +15.5% | +25.5% | -10.0% | +2.8% |
| 3Y | -13.2% | +63.0% | -76.2% | -32.8% |
| 5Y | -17.5% | +78.3% | -95.8% | -38.2% |
| 10Y | +136.0% | +447.1% | -311.1% | +2.0% |
| All | +35,221.4% | +13,551.4% | +21,670.0% | +3,550.9% |
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