+65.2%
PR vs AME
+442.8%
-377.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.2% |
| 7D | -16.4% | -5.2% | -11.2% | -13.4% |
| 30D | -1.9% | -8.0% | +6.1% | +3.4% |
| 3M | +8.0% | -8.9% | +16.9% | +13.9% |
| 6M | +4.1% | -5.0% | +9.1% | +5.6% |
| YTD | +58.7% | +11.9% | +46.8% | +40.7% |
| 1Y | +75.8% | +16.6% | +59.2% | +50.8% |
| 3Y | +73.2% | +62.5% | +10.7% | +13.2% |
| 5Y | +230.1% | +67.6% | +162.5% | +109.6% |
| All | +65.2% | +442.8% | -377.6% | -8.1% |
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 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