+153.8%
MU vs AME
+0.9%
+153.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +3.6% |
| 7D | +9.0% | +0.6% | +8.4% | +8.0% |
| 30D | +13.8% | -6.7% | +20.5% | +27.6% |
| 3M | +2.1% | +4.1% | -2.0% | -1.0% |
| 6M | +153.8% | +1.6% | +152.2% | +152.3% |
| All | +153.8% | +0.9% | +153.0% | +152.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling