+265.1%
MU vs AME
+21.1%
+244.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.6% | -2.4% | 0.0% |
| 7D | -19.1% | -4.4% | -14.7% | -13.5% |
| 30D | -25.2% | -5.9% | -19.4% | -18.2% |
| 3M | -10.9% | -6.5% | -4.4% | -1.5% |
| 6M | +38.0% | +3.2% | +34.8% | +34.4% |
| YTD | +178.8% | +16.0% | +162.8% | +116.5% |
| 1Y | +265.1% | +20.4% | +244.7% | +168.8% |
| All | +265.1% | +21.1% | +244.1% | +168.8% |
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