+64.8%
PR vs AME
+465.0%
-400.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -3.8% |
| 7D | -12.4% | -1.5% | -10.9% | -11.6% |
| 30D | -6.6% | -4.2% | -2.4% | -4.3% |
| 3M | +7.5% | -5.9% | +13.4% | +10.9% |
| 6M | +10.8% | +2.8% | +8.0% | +6.3% |
| YTD | +57.0% | +16.6% | +40.5% | +35.3% |
| 1Y | +67.9% | +22.1% | +45.8% | +39.4% |
| 3Y | +87.6% | +64.7% | +22.9% | +21.8% |
| 5Y | +220.4% | +76.6% | +143.8% | +95.9% |
| 10Y | +64.8% | +443.9% | -379.0% | -11.9% |
| All | +64.8% | +465.0% | -400.2% | -11.9% |
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