+223.9%
PR vs AME
+62.5%
+161.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.1% | -1.7% |
| 7D | -16.5% | -11.4% | -5.1% | -11.0% |
| 30D | -4.5% | -12.1% | +7.6% | +2.1% |
| 3M | +8.5% | -12.3% | +20.9% | +15.9% |
| 6M | -3.3% | -4.6% | +1.3% | -2.7% |
| YTD | +55.7% | +9.1% | +46.6% | +41.0% |
| 1Y | +82.0% | +13.3% | +68.8% | +60.0% |
| 3Y | +62.5% | +58.2% | +4.3% | +7.0% |
| 5Y | +223.9% | +63.4% | +160.5% | +102.0% |
| All | +223.9% | +62.5% | +161.4% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling