+1,514.2%
RF vs AME
+18,709.1%
-17,194.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -3.6% | -6.7% | +3.1% | -0.1% |
| 3M | +8.1% | +4.1% | +4.0% | +5.4% |
| 6M | +11.5% | +1.6% | +9.9% | +9.9% |
| YTD | +15.6% | +16.1% | -0.6% | +6.1% |
| 1Y | +15.7% | +27.3% | -11.7% | +0.9% |
| 3Y | +86.9% | +50.9% | +36.0% | +48.8% |
| 5Y | +89.8% | +81.4% | +8.4% | +37.6% |
| 10Y | +344.7% | +417.0% | -72.3% | +104.0% |
| All | +1,514.2% | +18,709.1% | -17,194.9% | +239.4% |
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