+835.7%
PM vs AME
+1,298.6%
-462.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.7% |
| 7D | -5.2% | -5.2% | -0.1% | -3.6% |
| 30D | +2.7% | -8.0% | +10.7% | +5.4% |
| 3M | +5.2% | -8.9% | +14.1% | +8.1% |
| 6M | +17.0% | -5.0% | +22.0% | +17.9% |
| YTD | +25.5% | +11.9% | +13.6% | +18.8% |
| 1Y | +35.5% | +16.6% | +18.9% | +26.3% |
| 3Y | +143.9% | +62.5% | +81.4% | +96.1% |
| 5Y | +161.8% | +67.6% | +94.2% | +105.3% |
| 10Y | +235.9% | +450.4% | -214.4% | +64.1% |
| All | +835.7% | +1,298.6% | -462.9% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling