+843.8%
PM vs AME
+1,298.6%
-454.8%
-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 | +6.1% | -8.9% | +15.0% | +9.0% |
| 6M | +18.0% | -5.0% | +23.0% | +18.9% |
| YTD | +26.6% | +11.9% | +14.7% | +19.9% |
| 1Y | +36.7% | +16.6% | +20.0% | +27.4% |
| 3Y | +146.0% | +62.5% | +83.5% | +97.8% |
| 5Y | +164.1% | +67.6% | +96.5% | +107.1% |
| 10Y | +238.8% | +450.4% | -211.6% | +65.5% |
| All | +843.8% | +1,298.6% | -454.8% | +182.1% |
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