+44.8%
PL vs AME
+83.6%
-38.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.1% |
| 7D | +13.4% | +1.1% | +12.3% | +12.9% |
| 30D | -10.2% | -4.1% | -6.1% | -5.4% |
| 3M | -39.5% | -6.3% | -33.1% | -34.9% |
| 6M | -65.7% | +3.5% | -69.3% | -66.5% |
| YTD | -27.3% | +17.3% | -44.6% | -37.7% |
| 1Y | +15.0% | +22.0% | -7.0% | -4.7% |
| 3Y | +560.8% | +62.0% | +498.8% | +327.7% |
| 5Y | +38.4% | +78.5% | -40.1% | -20.4% |
| All | +44.8% | +83.6% | -38.7% | -16.9% |
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