-14.4%
SMR vs AME
+92.3%
-106.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -18.9% | -19.0% |
| 7D | -11.2% | +1.7% | -13.0% | -13.3% |
| 30D | -10.2% | -6.4% | -3.8% | -4.6% |
| 3M | -10.0% | +7.1% | -17.1% | -16.7% |
| 6M | -30.5% | +8.2% | -38.6% | -35.6% |
| YTD | -39.2% | +18.2% | -57.4% | -48.0% |
| 1Y | -75.5% | +26.7% | -102.3% | -80.3% |
| 3Y | +45.4% | +60.7% | -15.3% | +1.3% |
| All | -14.4% | +92.3% | -106.7% | -47.7% |
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 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