+82.5%
O vs AME
+437.3%
-354.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +9.4% | -4.1% | +13.5% | +10.7% |
| 3M | -2.4% | -6.3% | +4.0% | -0.4% |
| 6M | -1.9% | +3.5% | -5.4% | -4.5% |
| YTD | +10.5% | +17.3% | -6.8% | +1.2% |
| 1Y | +10.0% | +22.0% | -12.0% | -1.1% |
| 3Y | +40.5% | +62.0% | -21.6% | +6.2% |
| 5Y | +10.2% | +78.5% | -68.3% | -22.2% |
| 10Y | +82.5% | +441.6% | -359.2% | +3.1% |
| All | +82.5% | +437.3% | -354.9% | +3.1% |
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