+99.6%
PR vs AME
+419.5%
-319.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.6% |
| 7D | +2.9% | +0.6% | +2.3% | +2.4% |
| 30D | +18.0% | -6.7% | +24.7% | +23.2% |
| 3M | +16.9% | +4.1% | +12.8% | +12.2% |
| 6M | +28.2% | +1.6% | +26.6% | +23.4% |
| YTD | +69.3% | +16.1% | +53.2% | +47.4% |
| 1Y | +69.5% | +27.3% | +42.2% | +36.7% |
| 3Y | +81.7% | +50.9% | +30.8% | +27.0% |
| 5Y | +422.2% | +81.4% | +340.9% | +216.2% |
| All | +99.6% | +419.5% | -319.9% | +6.4% |
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