+649.0%
P vs AME
+442.0%
+206.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +2.9% |
| 7D | +17.8% | +8.1% | +9.7% | +10.5% |
| 30D | -29.9% | -3.8% | -26.1% | -26.7% |
| 3M | -1.2% | -6.6% | +5.5% | +6.0% |
| 6M | +32.1% | +4.6% | +27.6% | +30.2% |
| YTD | +64.3% | +17.9% | +46.4% | +45.6% |
| 1Y | +24.3% | +23.2% | +1.0% | +6.1% |
| 3Y | +203.2% | +62.9% | +140.3% | +103.8% |
| 5Y | +290.4% | +77.5% | +212.9% | +142.6% |
| All | +649.0% | +442.0% | +206.9% | +195.1% |
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