+693.5%
P vs AME
+419.5%
+274.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.2% |
| 7D | +6.5% | +0.6% | +5.9% | +6.0% |
| 30D | +18.8% | -6.7% | +25.5% | +25.8% |
| 3M | +26.7% | +4.1% | +22.7% | +23.5% |
| 6M | +62.2% | +1.6% | +60.6% | +60.1% |
| YTD | +48.5% | +16.1% | +32.4% | +31.3% |
| 1Y | +26.4% | +27.3% | -0.9% | +3.2% |
| 3Y | +159.4% | +50.9% | +108.5% | +82.7% |
| 5Y | +275.8% | +81.4% | +194.4% | +125.7% |
| All | +693.5% | +419.5% | +274.0% | +163.4% |
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