+13,845.6%
SPGI vs AME
+18,709.1%
-4,863.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +8.4% | -6.7% | +15.1% | +11.2% |
| 3M | +11.8% | +4.1% | +7.8% | +9.5% |
| 6M | +5.7% | +1.6% | +4.1% | +3.9% |
| YTD | -9.7% | +16.1% | -25.8% | -15.9% |
| 1Y | -12.5% | +27.3% | -39.8% | -21.5% |
| 3Y | +21.8% | +50.9% | -29.0% | +1.1% |
| 5Y | +8.2% | +81.4% | -73.2% | -16.3% |
| 10Y | +309.5% | +417.0% | -107.4% | +115.8% |
| All | +13,845.6% | +18,709.1% | -4,863.5% | +3,732.9% |
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