-2.7%
SMCI vs AME
+29.8%
-32.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +2.8% |
| 7D | +6.8% | +0.6% | +6.1% | +6.0% |
| 30D | +30.6% | -6.7% | +37.3% | +41.7% |
| 3M | -15.6% | +4.1% | -19.7% | -16.9% |
| 6M | +21.3% | +1.6% | +19.7% | +18.3% |
| YTD | +35.3% | +16.1% | +19.1% | +26.7% |
| 1Y | -2.7% | +27.3% | -30.1% | -7.8% |
| All | -2.7% | +29.8% | -32.5% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling