+84.5%
PR vs AME
+444.5%
-360.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +6.0% | +5.9% | +0.1% | +1.9% |
| 30D | -4.2% | -1.9% | -2.3% | -3.3% |
| 3M | +10.0% | -5.4% | +15.3% | +13.1% |
| 6M | +15.6% | +4.9% | +10.7% | +9.4% |
| YTD | +68.2% | +18.5% | +49.7% | +43.3% |
| 1Y | +79.2% | +25.5% | +53.7% | +46.0% |
| 3Y | +94.9% | +63.0% | +31.9% | +27.7% |
| 5Y | +272.8% | +78.3% | +194.5% | +126.4% |
| All | +84.5% | +444.5% | -360.0% | -3.7% |
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