+272.5%
PM vs AME
+444.5%
-172.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.0% |
| 7D | +0.5% | +5.9% | -5.3% | -1.3% |
| 30D | -3.2% | -1.9% | -1.3% | -2.9% |
| 3M | +6.2% | -5.4% | +11.6% | +7.6% |
| 6M | +7.7% | +4.9% | +2.7% | +4.9% |
| YTD | +27.3% | +18.5% | +8.8% | +18.4% |
| 1Y | +32.8% | +25.5% | +7.3% | +20.9% |
| 3Y | +150.0% | +63.0% | +87.0% | +100.1% |
| 5Y | +164.2% | +78.3% | +85.9% | +100.4% |
| All | +272.5% | +444.5% | -172.0% | +110.9% |
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