+110.9%
MO vs AME
+445.1%
-334.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.6% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +7.1% | -6.4% | +13.6% | +9.0% |
| 3M | -2.0% | +7.1% | -9.0% | -4.2% |
| 6M | +7.3% | +8.2% | -0.9% | +4.1% |
| YTD | +23.5% | +18.2% | +5.3% | +16.4% |
| 1Y | +11.0% | +26.7% | -15.7% | +1.9% |
| 3Y | +95.0% | +60.7% | +34.3% | +61.6% |
| 5Y | +100.6% | +91.6% | +9.1% | +52.9% |
| All | +110.9% | +445.1% | -334.2% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling