+275.4%
RMD vs AME
+425.2%
-149.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -4.7% | +1.3% | -6.1% | -5.3% |
| 30D | +0.2% | -6.6% | +6.8% | +3.4% |
| 3M | +12.0% | +3.0% | +9.0% | +9.7% |
| 6M | -12.5% | +5.3% | -17.8% | -15.5% |
| YTD | -7.9% | +15.4% | -23.4% | -15.2% |
| 1Y | -20.4% | +26.8% | -47.2% | -30.4% |
| 3Y | +53.1% | +56.5% | -3.4% | +17.0% |
| 5Y | -22.1% | +85.2% | -107.4% | -46.1% |
| 10Y | +275.4% | +428.5% | -153.1% | +68.9% |
| All | +275.4% | +425.2% | -149.8% | +68.9% |
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