+250.1%
SPOT vs AME
+230.6%
+19.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | -6.9% | 0.0% | -6.9% | -6.9% |
| 30D | +4.1% | -8.6% | +12.7% | +8.1% |
| 3M | +3.7% | +5.8% | -2.1% | +0.1% |
| 6M | -1.6% | +3.8% | -5.4% | -4.7% |
| YTD | -10.2% | +14.4% | -24.6% | -17.3% |
| 1Y | -25.9% | +25.8% | -51.7% | -35.2% |
| 3Y | +235.6% | +55.2% | +180.4% | +157.7% |
| 5Y | +110.6% | +85.5% | +25.0% | +46.7% |
| All | +250.1% | +230.6% | +19.5% | +77.8% |
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 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