-37.6%
SMCI vs AME
+21.1%
-58.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.6% | -1.1% | +1.1% |
| 7D | -17.3% | -4.4% | -12.9% | -11.8% |
| 30D | -31.5% | -5.9% | -25.6% | -25.1% |
| 3M | -6.6% | -6.5% | -0.1% | +3.4% |
| 6M | +6.0% | +3.2% | +2.8% | +4.9% |
| YTD | +1.1% | +16.0% | -14.9% | -16.6% |
| 1Y | -37.6% | +20.4% | -58.0% | -50.7% |
| All | -37.6% | +21.1% | -58.6% | -50.7% |
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