+55.3%
O vs AME
+425.2%
-369.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -2.3% | +1.3% | -3.6% | -2.8% |
| 30D | -2.4% | -6.6% | +4.1% | +0.2% |
| 3M | -0.6% | +3.0% | -3.6% | -2.4% |
| 6M | -5.0% | +5.3% | -10.3% | -7.9% |
| YTD | +10.4% | +15.4% | -5.1% | +2.6% |
| 1Y | +6.6% | +26.8% | -20.3% | -5.4% |
| 3Y | +28.4% | +56.5% | -28.1% | -0.4% |
| 5Y | +15.3% | +85.2% | -70.0% | -19.6% |
| 10Y | +55.3% | +428.5% | -373.2% | -11.8% |
| All | +55.3% | +425.2% | -369.9% | -11.8% |
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