+361.6%
PSX vs AME
+444.5%
-82.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | +7.8% | +5.9% | +1.9% | +4.0% |
| 30D | -10.9% | -1.9% | -9.0% | -10.2% |
| 3M | +14.5% | -5.4% | +19.9% | +17.5% |
| 6M | +56.1% | +4.9% | +51.2% | +48.4% |
| YTD | +109.6% | +18.5% | +91.1% | +80.4% |
| 1Y | +95.5% | +25.5% | +70.1% | +61.5% |
| 3Y | +156.2% | +63.0% | +93.2% | +71.2% |
| 5Y | +310.0% | +78.3% | +231.7% | +147.8% |
| All | +361.6% | +444.5% | -82.8% | +41.0% |
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 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