+210.2%
PM vs AME
+428.6%
-218.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -2.2% |
| 30D | -2.6% | -6.3% | +3.7% | -0.6% |
| 3M | +5.8% | +5.4% | +0.4% | +3.5% |
| 6M | +10.6% | +7.4% | +3.1% | +7.0% |
| YTD | +17.2% | +16.2% | +1.0% | +10.2% |
| 1Y | +17.6% | +26.8% | -9.2% | +6.9% |
| 3Y | +124.3% | +57.5% | +66.7% | +82.9% |
| 5Y | +125.1% | +84.8% | +40.2% | +68.8% |
| All | +210.2% | +428.6% | -218.4% | +82.5% |
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