+168.1%
PM vs AME
+66.2%
+101.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | -5.2% | -5.2% | -0.1% | -4.6% |
| 30D | +2.7% | -8.0% | +10.7% | +3.6% |
| 3M | +6.1% | -8.9% | +15.0% | +7.2% |
| 6M | +18.0% | -5.0% | +23.0% | +18.4% |
| YTD | +26.6% | +11.9% | +14.7% | +23.3% |
| 1Y | +36.7% | +16.6% | +20.0% | +32.1% |
| 3Y | +146.0% | +62.5% | +83.5% | +113.9% |
| All | +168.1% | +66.2% | +101.9% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling