+5,286.6%
O vs AME
+11,442.2%
-6,155.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +3.5% | -4.1% | +7.7% | +4.9% |
| 30D | +10.4% | -4.1% | +14.5% | +11.6% |
| 3M | -2.4% | -5.6% | +3.2% | -1.0% |
| 6M | -1.2% | +2.8% | -4.1% | -3.2% |
| YTD | +10.4% | +16.6% | -6.2% | +2.9% |
| 1Y | +11.4% | +21.1% | -9.7% | +2.4% |
| 3Y | +40.4% | +61.1% | -20.7% | +13.2% |
| 5Y | +12.1% | +76.6% | -64.4% | -13.4% |
| 10Y | +82.7% | +431.3% | -348.6% | -6.5% |
| All | +5,286.6% | +11,442.2% | -6,155.6% | +1,295.9% |
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