+719.8%
MU vs AME
+29.8%
+690.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +4.1% |
| 7D | +9.0% | +0.6% | +8.4% | +8.2% |
| 30D | +13.8% | -6.7% | +20.5% | +24.6% |
| 3M | +2.1% | +4.1% | -2.0% | 0.0% |
| 6M | +153.8% | +1.6% | +152.2% | +151.3% |
| YTD | +256.4% | +16.1% | +240.2% | +219.9% |
| 1Y | +719.8% | +27.3% | +692.4% | +618.4% |
| All | +719.8% | +29.8% | +690.0% | +618.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling