+363.8%
PSX vs AME
+85.0%
+278.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.8% | +2.8% | 0.0% | +1.8% |
| 30D | +27.8% | -6.3% | +34.0% | +30.6% |
| 3M | +42.0% | +5.4% | +36.6% | +38.5% |
| 6M | +58.1% | +7.4% | +50.7% | +51.6% |
| YTD | +105.0% | +16.2% | +88.9% | +89.3% |
| 1Y | +104.9% | +26.8% | +78.1% | +80.8% |
| 3Y | +134.1% | +57.5% | +76.5% | +86.5% |
| 5Y | +363.8% | +84.8% | +279.0% | +234.1% |
| All | +363.8% | +85.0% | +278.8% | +234.1% |
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