+334.5%
RMD vs AME
+434.2%
-99.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | -4.1% | +7.2% | +4.8% |
| 30D | +1.8% | -4.1% | +5.9% | +3.3% |
| 3M | +6.7% | -5.6% | +12.3% | +8.8% |
| 6M | +13.9% | +2.8% | +11.0% | +10.7% |
| YTD | -2.0% | +16.6% | -18.6% | -10.9% |
| 1Y | -5.4% | +21.1% | -26.5% | -15.6% |
| 3Y | +67.4% | +61.1% | +6.3% | +25.2% |
| 5Y | -5.7% | +76.6% | -82.3% | -33.6% |
| All | +334.5% | +434.2% | -99.7% | +101.1% |
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 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