+97.5%
MO vs AME
+84.2%
+13.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | +3.6% | -6.6% | +10.2% | +4.1% |
| 3M | -3.7% | +3.0% | -6.7% | -4.1% |
| 6M | +4.5% | +5.3% | -0.8% | +3.7% |
| YTD | +21.5% | +15.4% | +6.1% | +19.1% |
| 1Y | +9.5% | +26.8% | -17.3% | +5.9% |
| 3Y | +93.6% | +56.5% | +37.1% | +76.3% |
| All | +97.5% | +84.2% | +13.3% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling