+186.4%
PAAS vs AME
+465.0%
-278.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.5% |
| 7D | +8.8% | -1.5% | +10.4% | +9.1% |
| 30D | -8.5% | -4.2% | -4.3% | -7.2% |
| 3M | -17.0% | -5.9% | -11.1% | -15.4% |
| 6M | -27.9% | +2.8% | -30.7% | -28.6% |
| YTD | -17.5% | +16.6% | -34.0% | -21.2% |
| 1Y | +22.8% | +22.1% | +0.7% | +15.6% |
| 3Y | +224.2% | +64.7% | +159.5% | +174.7% |
| 5Y | +73.6% | +76.6% | -3.0% | +42.4% |
| 10Y | +186.4% | +443.9% | -257.5% | +147.5% |
| All | +186.4% | +465.0% | -278.6% | +147.5% |
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 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