+1,112.1%
PSX vs AME
+725.5%
+386.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.8% |
| 7D | +4.5% | +0.6% | +3.9% | +4.1% |
| 30D | +26.6% | -6.7% | +33.3% | +32.1% |
| 3M | +39.3% | +4.1% | +35.2% | +34.2% |
| 6M | +56.8% | +1.6% | +55.2% | +51.3% |
| YTD | +101.8% | +16.1% | +85.7% | +77.0% |
| 1Y | +99.6% | +27.3% | +72.3% | +63.0% |
| 3Y | +140.3% | +50.9% | +89.5% | +70.6% |
| 5Y | +339.3% | +81.4% | +258.0% | +163.7% |
| 10Y | +369.9% | +417.0% | -47.1% | +33.0% |
| All | +1,112.1% | +725.5% | +386.6% | +186.4% |
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