+160.5%
PR vs AME
+401.6%
-241.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.9% | -3.6% |
| 7D | -12.1% | -4.4% | -7.7% | -9.7% |
| 30D | +0.9% | -5.9% | +6.8% | +4.6% |
| 3M | +10.1% | -6.5% | +16.7% | +14.1% |
| 6M | +1.1% | +3.2% | -2.1% | -3.1% |
| YTD | +63.7% | +16.0% | +47.7% | +42.6% |
| 1Y | +87.0% | +20.4% | +66.6% | +58.3% |
| 3Y | +70.7% | +68.2% | +2.6% | +11.7% |
| 5Y | +246.8% | +74.4% | +172.4% | +120.0% |
| 10Y | +72.6% | +470.6% | -398.0% | -2.5% |
| All | +160.5% | +401.6% | -241.2% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling