+83.0%
PL vs AME
+81.8%
+1.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.7% |
| 7D | -9.3% | +0.6% | -9.9% | -9.9% |
| 30D | -18.9% | -6.7% | -12.2% | -13.2% |
| 3M | -58.4% | +4.1% | -62.4% | -59.9% |
| 6M | -30.3% | +1.6% | -31.9% | -31.4% |
| YTD | -8.1% | +16.1% | -24.3% | -21.3% |
| 1Y | +180.5% | +27.3% | +153.2% | +120.5% |
| 3Y | +444.1% | +50.9% | +393.3% | +270.7% |
| 5Y | +83.0% | +81.4% | +1.7% | +5.0% |
| All | +83.0% | +81.8% | +1.2% | +5.0% |
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