+5,387.7%
O vs AME
+11,396.8%
-6,009.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | -0.7% | +0.6% | -1.4% | -1.0% |
| 30D | -1.9% | -6.7% | +4.8% | +0.5% |
| 3M | +3.8% | +4.1% | -0.2% | +1.9% |
| 6M | -4.7% | +1.6% | -6.3% | -6.0% |
| YTD | +12.5% | +16.1% | -3.7% | +5.6% |
| 1Y | +10.8% | +27.3% | -16.5% | +0.2% |
| 3Y | +28.8% | +50.9% | -22.1% | +7.0% |
| 5Y | +13.2% | +81.4% | -68.2% | -13.1% |
| 10Y | +53.5% | +417.0% | -363.5% | -20.4% |
| All | +5,387.7% | +11,396.8% | -6,009.1% | +1,331.8% |
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 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