+3,684.3%
PANW vs AME
+664.3%
+3,020.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | +2.0% | +1.3% | +0.7% | +1.3% |
| 30D | -13.0% | -6.6% | -6.4% | -9.8% |
| 3M | +28.6% | +3.0% | +25.7% | +26.5% |
| 6M | +103.0% | +5.3% | +97.7% | +95.2% |
| YTD | +81.9% | +15.4% | +66.5% | +65.1% |
| 1Y | +69.6% | +26.8% | +42.8% | +45.4% |
| 3Y | +169.4% | +56.5% | +112.9% | +102.5% |
| 5Y | +331.0% | +85.2% | +245.7% | +191.7% |
| 10Y | +1,292.3% | +428.5% | +863.7% | +391.0% |
| All | +3,684.3% | +664.3% | +3,020.0% | +1,151.6% |
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