+268.2%
PR vs AME
+79.2%
+189.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.7% |
| 7D | +6.7% | +8.1% | -1.4% | +2.3% |
| 30D | -6.1% | -3.8% | -2.4% | -4.4% |
| 3M | +6.9% | -6.6% | +13.5% | +10.3% |
| 6M | +14.6% | +4.6% | +10.0% | +9.7% |
| YTD | +66.1% | +17.9% | +48.2% | +44.1% |
| 1Y | +77.0% | +23.2% | +53.8% | +48.4% |
| 3Y | +93.8% | +62.9% | +30.9% | +27.2% |
| 5Y | +268.2% | +77.5% | +190.7% | +117.3% |
| All | +268.2% | +79.2% | +189.0% | +117.3% |
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