+212.2%
PAAS vs AME
+437.3%
-225.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -5.2% | +1.1% | -6.3% | -5.6% |
| 30D | -13.9% | -4.1% | -9.9% | -12.8% |
| 3M | -23.8% | -6.3% | -17.4% | -22.2% |
| 6M | -36.4% | +3.5% | -40.0% | -37.2% |
| YTD | -23.4% | +17.3% | -40.6% | -27.0% |
| 1Y | +5.6% | +22.0% | -16.4% | -0.6% |
| 3Y | +209.7% | +62.0% | +147.7% | +163.7% |
| 5Y | +55.6% | +78.5% | -22.9% | +27.1% |
| 10Y | +212.2% | +441.6% | -229.4% | +172.9% |
| All | +212.2% | +437.3% | -225.1% | +172.9% |
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