+6,802.6%
MELI vs AME
+1,421.4%
+5,381.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -1.7% | -8.6% | +6.9% | +5.4% |
| 3M | +20.0% | +5.8% | +14.2% | +13.1% |
| 6M | +9.4% | +3.8% | +5.6% | +3.9% |
| YTD | -5.4% | +14.4% | -19.8% | -17.6% |
| 1Y | -18.8% | +25.8% | -44.6% | -35.2% |
| 3Y | +33.5% | +55.2% | -21.7% | -15.2% |
| 5Y | +3.2% | +85.5% | -82.3% | -42.2% |
| 10Y | +967.9% | +424.0% | +543.9% | +110.6% |
| All | +6,802.6% | +1,421.4% | +5,381.1% | +331.8% |
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