+629.1%
MRNA vs AME
+247.8%
+381.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.2% |
| 7D | -10.1% | +1.3% | -11.4% | -10.4% |
| 30D | +126.7% | -6.6% | +133.3% | +130.7% |
| 3M | +184.1% | +3.0% | +181.1% | +177.5% |
| 6M | +143.3% | +5.3% | +138.0% | +135.2% |
| YTD | +359.9% | +15.4% | +344.4% | +330.7% |
| 1Y | +454.2% | +26.8% | +427.4% | +403.2% |
| 3Y | +26.0% | +56.5% | -30.5% | +8.4% |
| 5Y | -70.3% | +85.2% | -155.5% | -75.6% |
| All | +629.1% | +247.8% | +381.3% | +357.2% |
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