+634.6%
P vs AME
+444.5%
+190.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.3% |
| 7D | +11.6% | +5.9% | +5.7% | +6.5% |
| 30D | -23.7% | -1.9% | -21.8% | -21.6% |
| 3M | -8.0% | -5.4% | -2.6% | -2.3% |
| 6M | +27.9% | +4.9% | +23.0% | +25.6% |
| YTD | +61.2% | +18.5% | +42.7% | +42.2% |
| 1Y | +28.6% | +25.5% | +3.2% | +8.1% |
| 3Y | +200.5% | +63.0% | +137.4% | +101.9% |
| 5Y | +282.9% | +78.3% | +204.6% | +137.0% |
| All | +634.6% | +444.5% | +190.2% | +188.4% |
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