+39.5%
PL vs AME
+85.4%
-45.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.1% |
| 7D | +10.0% | +5.9% | +4.2% | +4.2% |
| 30D | -2.3% | -1.9% | -0.4% | +0.5% |
| 3M | -44.2% | -5.4% | -38.8% | -40.6% |
| 6M | -66.1% | +4.9% | -71.0% | -67.3% |
| YTD | -30.0% | +18.5% | -48.4% | -40.6% |
| 1Y | +21.0% | +25.5% | -4.4% | -2.5% |
| 3Y | +516.5% | +63.0% | +453.5% | +296.1% |
| 5Y | +32.0% | +78.3% | -46.3% | -24.9% |
| All | +39.5% | +85.4% | -45.9% | -20.8% |
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