+147.8%
PR vs AME
+371.8%
-224.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.1% | -1.1% |
| 7D | -16.5% | -11.4% | -5.1% | -10.0% |
| 30D | -4.5% | -12.1% | +7.6% | +3.4% |
| 3M | +8.5% | -12.3% | +20.9% | +17.1% |
| 6M | -3.3% | -4.6% | +1.3% | -2.5% |
| YTD | +55.7% | +9.1% | +46.6% | +41.1% |
| 1Y | +82.0% | +13.3% | +68.8% | +60.2% |
| 3Y | +62.5% | +58.2% | +4.3% | +10.5% |
| 5Y | +223.9% | +63.4% | +160.5% | +114.1% |
| 10Y | +64.2% | +436.7% | -372.5% | -3.6% |
| All | +147.8% | +371.8% | -224.0% | +45.3% |
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 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