+469.1%
P vs AME
+350.4%
+118.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +1.5% |
| 7D | -23.8% | -5.2% | -18.6% | -19.9% |
| 30D | -36.6% | -8.0% | -28.6% | -31.4% |
| 3M | +10.9% | -8.9% | +19.8% | +21.3% |
| 6M | +30.0% | -5.0% | +35.0% | +38.0% |
| YTD | +44.4% | +11.9% | +32.5% | +33.9% |
| 1Y | +3.9% | +16.6% | -12.7% | -6.8% |
| 3Y | +176.6% | +62.5% | +114.1% | +88.9% |
| 5Y | +249.3% | +67.6% | +181.7% | +130.9% |
| 10Y | +726.9% | +450.4% | +276.6% | +166.6% |
| All | +469.1% | +350.4% | +118.7% | +82.5% |
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