+117.4%
PM vs AME
+82.5%
+34.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.4% | -6.7% | +3.3% | -2.5% |
| 3M | +5.2% | +4.1% | +1.1% | +4.2% |
| 6M | +3.7% | +1.6% | +2.1% | +3.1% |
| YTD | +15.8% | +16.1% | -0.4% | +12.2% |
| 1Y | +17.4% | +27.3% | -10.0% | +11.7% |
| 3Y | +116.9% | +50.9% | +66.1% | +94.2% |
| All | +117.4% | +82.5% | +34.9% | +76.5% |
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 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