+50.3%
NDAQ vs AME
+82.6%
-32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -3.2% | -8.6% | +5.4% | +0.7% |
| 3M | +6.5% | +5.8% | +0.7% | +3.0% |
| 6M | +5.7% | +3.8% | +1.9% | +2.5% |
| YTD | -4.6% | +14.4% | -19.1% | -12.4% |
| 1Y | -1.6% | +25.8% | -27.3% | -14.2% |
| 3Y | +86.4% | +55.2% | +31.3% | +40.2% |
| 5Y | +50.3% | +85.5% | -35.2% | -1.2% |
| All | +50.3% | +82.6% | -32.3% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling