+40.4%
PL vs AME
+84.6%
-44.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.6% |
| 7D | +22.3% | +8.1% | +14.2% | +13.6% |
| 30D | -8.3% | -3.8% | -4.5% | -3.8% |
| 3M | -43.3% | -6.6% | -36.6% | -38.8% |
| 6M | -65.8% | +4.6% | -70.4% | -66.9% |
| YTD | -29.5% | +17.9% | -47.5% | -39.9% |
| 1Y | +11.7% | +23.2% | -11.5% | -8.3% |
| 3Y | +540.6% | +62.9% | +477.6% | +312.1% |
| 5Y | +32.9% | +77.5% | -44.6% | -24.0% |
| All | +40.4% | +84.6% | -44.2% | -19.9% |
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