+1,102.3%
PSX vs AME
+728.5%
+373.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +0.3% |
| 7D | -8.0% | -1.5% | -6.5% | -7.2% |
| 30D | -9.0% | -4.2% | -4.9% | -7.0% |
| 3M | +24.7% | -5.9% | +30.7% | +28.6% |
| 6M | +49.3% | +2.8% | +46.5% | +43.7% |
| YTD | +100.2% | +16.6% | +83.6% | +73.9% |
| 1Y | +88.8% | +22.1% | +66.7% | +58.6% |
| 3Y | +152.5% | +64.7% | +87.8% | +67.6% |
| 5Y | +283.2% | +76.6% | +206.6% | +133.9% |
| 10Y | +345.8% | +443.9% | -98.1% | +21.0% |
| All | +1,102.3% | +728.5% | +373.7% | +181.3% |
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