+4,495.9%
SMCI vs AME
+1,639.1%
+2,856.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +9.7% | +2.8% | +6.9% | +7.6% |
| 30D | +29.3% | -6.3% | +35.6% | +35.4% |
| 3M | -8.5% | +5.4% | -13.9% | -10.4% |
| 6M | +28.6% | +7.4% | +21.1% | +25.2% |
| YTD | +37.5% | +16.2% | +21.4% | +26.5% |
| 1Y | +0.5% | +26.8% | -26.3% | -13.6% |
| 3Y | +43.4% | +57.5% | -14.1% | +5.0% |
| 5Y | +1,008.2% | +84.8% | +923.3% | +633.3% |
| 10Y | +1,776.0% | +424.3% | +1,351.7% | +494.6% |
| All | +4,495.9% | +1,639.1% | +2,856.8% | +477.7% |
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 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