+376.3%
PSX vs AME
+427.9%
-51.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +15.8% | -8.6% | +24.4% | +22.4% |
| 3M | +43.0% | +5.8% | +37.2% | +36.6% |
| 6M | +61.1% | +3.8% | +57.3% | +53.3% |
| YTD | +104.5% | +14.4% | +90.1% | +81.2% |
| 1Y | +102.5% | +25.8% | +76.8% | +66.7% |
| 3Y | +133.5% | +55.2% | +78.3% | +61.9% |
| 5Y | +367.0% | +85.5% | +281.4% | +172.5% |
| All | +376.3% | +427.9% | -51.5% | +46.3% |
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 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