+5,059.0%
NI vs AME
+18,709.1%
-13,650.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.0% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -3.5% | -6.7% | +3.1% | -2.0% |
| 3M | -9.1% | +4.1% | -13.2% | -10.2% |
| 6M | -11.8% | +1.6% | -13.4% | -12.5% |
| YTD | +1.1% | +16.1% | -15.1% | -2.9% |
| 1Y | +6.7% | +27.3% | -20.6% | 0.0% |
| 3Y | +71.1% | +50.9% | +20.2% | +52.5% |
| 5Y | +94.3% | +81.4% | +12.9% | +64.7% |
| 10Y | +135.8% | +417.0% | -281.2% | +56.1% |
| All | +5,059.0% | +18,709.1% | -13,650.1% | +2,010.5% |
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