+488.5%
NDAQ vs AME
+444.5%
+44.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +1.3% | +5.9% | -4.6% | -1.6% |
| 30D | +18.0% | -1.9% | +19.9% | +18.3% |
| 3M | +11.5% | -5.4% | +16.9% | +13.7% |
| 6M | +21.1% | +4.9% | +16.2% | +16.1% |
| YTD | +12.8% | +18.5% | -5.7% | +0.5% |
| 1Y | +25.7% | +25.5% | +0.2% | +8.5% |
| 3Y | +116.8% | +63.0% | +53.8% | +57.9% |
| 5Y | +67.3% | +78.3% | -11.1% | +14.3% |
| All | +488.5% | +444.5% | +44.0% | +147.4% |
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