+155.7%
MO vs AME
+444.5%
-288.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.3% | +5.9% | -2.6% | +1.8% |
| 30D | +7.5% | -1.9% | +9.4% | +7.8% |
| 3M | +22.8% | -5.4% | +28.1% | +24.0% |
| 6M | +13.4% | +4.9% | +8.4% | +10.8% |
| YTD | +43.0% | +18.5% | +24.5% | +34.0% |
| 1Y | +45.2% | +25.5% | +19.8% | +33.6% |
| 3Y | +145.5% | +63.0% | +82.5% | +101.2% |
| 5Y | +157.1% | +78.3% | +78.8% | +100.3% |
| All | +155.7% | +444.5% | -288.8% | +58.4% |
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 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