+70.3%
PR vs AME
+438.4%
-368.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -9.5% | -4.1% | -5.4% | -7.0% |
| 30D | -5.7% | -4.1% | -1.6% | -3.4% |
| 3M | +3.0% | -5.6% | +8.6% | +6.0% |
| 6M | +11.8% | +2.8% | +9.0% | +7.2% |
| YTD | +58.5% | +16.6% | +41.9% | +36.5% |
| 1Y | +69.9% | +21.1% | +48.8% | +41.9% |
| 3Y | +84.9% | +61.1% | +23.8% | +22.0% |
| 5Y | +246.4% | +76.6% | +169.9% | +111.6% |
| 10Y | +70.3% | +431.3% | -361.0% | -11.5% |
| All | +70.3% | +438.4% | -368.1% | -11.5% |
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 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