+41,132.7%
RMD vs AME
+11,399.3%
+29,733.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | +2.2% | -6.7% | +8.9% | +4.6% |
| 3M | +17.8% | +4.1% | +13.8% | +15.8% |
| 6M | -11.3% | +1.6% | -12.9% | -12.3% |
| YTD | -4.4% | +16.1% | -20.6% | -10.0% |
| 1Y | -15.7% | +27.3% | -43.1% | -23.3% |
| 3Y | +47.7% | +50.9% | -3.1% | +25.0% |
| 5Y | -19.2% | +81.4% | -100.6% | -36.1% |
| 10Y | +280.4% | +417.0% | -136.6% | +109.2% |
| All | +41,132.7% | +11,399.3% | +29,733.3% | +10,528.4% |
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