+1,269.9%
PAAS vs AME
+11,903.0%
-10,633.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +6.8% | -6.7% | +13.5% | +8.8% |
| 3M | -2.9% | +4.1% | -7.0% | -3.9% |
| 6M | -16.4% | +1.6% | -18.0% | -16.7% |
| YTD | 0.0% | +16.1% | -16.1% | -3.7% |
| 1Y | +54.3% | +27.3% | +27.0% | +44.9% |
| 3Y | +230.7% | +50.9% | +179.8% | +194.0% |
| 5Y | +111.6% | +81.4% | +30.3% | +78.4% |
| 10Y | +211.7% | +417.0% | -205.2% | +96.2% |
| All | +1,269.9% | +11,903.0% | -10,633.1% | +584.7% |
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