+14,854.2%
MO vs AME
+18,709.1%
-3,854.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +0.6% | -6.7% | +7.3% | +2.0% |
| 3M | -1.0% | +4.1% | -5.0% | -2.1% |
| 6M | +4.3% | +1.6% | +2.8% | +3.5% |
| YTD | +23.3% | +16.1% | +7.1% | +18.8% |
| 1Y | +10.5% | +27.3% | -16.9% | +4.2% |
| 3Y | +96.3% | +50.9% | +45.4% | +76.9% |
| 5Y | +98.9% | +81.4% | +17.5% | +71.2% |
| 10Y | +103.6% | +417.0% | -313.4% | +41.6% |
| All | +14,854.2% | +18,709.1% | -3,854.9% | +5,396.7% |
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