-16.2%
MU vs AME
-3.4%
-12.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -2.6% |
| 7D | +21.6% | +8.1% | +13.5% | +6.2% |
| 30D | -16.2% | -3.8% | -12.5% | -9.3% |
| All | -16.2% | -3.4% | -12.8% | -9.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling