+380.3%
NDAQ vs AME
+425.2%
-45.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.2% |
| 30D | -1.5% | -6.6% | +5.1% | +1.9% |
| 3M | +8.0% | +3.0% | +5.1% | +5.7% |
| 6M | +7.7% | +5.3% | +2.4% | +3.4% |
| YTD | -2.3% | +15.4% | -17.8% | -11.1% |
| 1Y | +0.6% | +26.8% | -26.3% | -13.3% |
| 3Y | +90.9% | +56.5% | +34.4% | +43.3% |
| 5Y | +52.5% | +85.2% | -32.8% | +2.9% |
| 10Y | +380.3% | +428.5% | -48.3% | +103.2% |
| All | +380.3% | +425.2% | -45.0% | +103.2% |
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