+75,738.0%
MU vs AME
+18,783.2%
+56,954.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -15.2% | -4.1% | -11.1% | -12.2% |
| 30D | -29.5% | -4.1% | -25.4% | -26.9% |
| 3M | -15.8% | -5.6% | -10.1% | -11.9% |
| 6M | -2.9% | +2.8% | -5.7% | -2.1% |
| YTD | +154.2% | +16.6% | +137.6% | +137.6% |
| 1Y | +186.6% | +21.1% | +165.5% | +162.1% |
| 3Y | +871.5% | +61.1% | +810.4% | +647.4% |
| 5Y | +911.7% | +76.6% | +835.1% | +639.9% |
| 10Y | +4,277.4% | +431.3% | +3,846.0% | +1,608.6% |
| All | +75,738.0% | +18,783.2% | +56,954.7% | +8,154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling