+6,002.1%
MU vs AME
+428.6%
+5,573.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +2.8% | +4.4% | +4.6% |
| 30D | +14.0% | -6.3% | +20.2% | +20.8% |
| 3M | +5.4% | +5.4% | 0.0% | +2.4% |
| 6M | +170.3% | +7.4% | +162.8% | +158.5% |
| YTD | +250.7% | +16.2% | +234.5% | +214.2% |
| 1Y | +662.1% | +26.8% | +635.3% | +530.2% |
| 3Y | +1,341.2% | +57.5% | +1,283.7% | +882.5% |
| 5Y | +1,319.3% | +84.8% | +1,234.5% | +737.3% |
| All | +6,002.1% | +428.6% | +5,573.5% | +1,776.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling