+268.2%
PM vs AME
+442.0%
-173.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.4% | +8.1% | -10.5% | -4.8% |
| 30D | -1.3% | -3.8% | +2.4% | -0.4% |
| 3M | +6.5% | -6.6% | +13.2% | +8.4% |
| 6M | +7.0% | +4.6% | +2.4% | +4.4% |
| YTD | +25.8% | +17.9% | +7.9% | +17.2% |
| 1Y | +30.9% | +23.2% | +7.7% | +19.9% |
| 3Y | +148.0% | +62.9% | +85.0% | +98.4% |
| 5Y | +161.2% | +77.5% | +83.7% | +98.4% |
| All | +268.2% | +442.0% | -173.9% | +108.7% |
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