+76.2%
O vs AME
+444.5%
-368.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -0.4% | +5.9% | -6.3% | -2.7% |
| 30D | +7.1% | -1.9% | +9.0% | +7.4% |
| 3M | -5.2% | -5.4% | +0.1% | -3.7% |
| 6M | -1.8% | +4.9% | -6.7% | -5.0% |
| YTD | +9.1% | +18.5% | -9.4% | -0.5% |
| 1Y | +9.7% | +25.5% | -15.8% | -2.6% |
| 3Y | +39.1% | +63.0% | -23.9% | +5.0% |
| 5Y | +8.4% | +78.3% | -70.0% | -23.3% |
| All | +76.2% | +444.5% | -368.3% | -0.6% |
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