+3,029.2%
SPY vs AME
+13,588.2%
-10,559.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | -3.3% | -4.2% | +0.8% | -1.9% |
| 3M | -2.4% | -5.9% | +3.5% | -0.4% |
| 6M | +2.6% | +2.8% | -0.3% | +1.0% |
| YTD | +11.2% | +16.6% | -5.3% | +4.0% |
| 1Y | +13.4% | +22.1% | -8.7% | +4.1% |
| 3Y | +79.9% | +64.7% | +15.2% | +45.6% |
| 5Y | +72.2% | +76.6% | -4.4% | +35.5% |
| 10Y | +307.3% | +443.9% | -136.5% | +112.0% |
| All | +3,029.2% | +13,588.2% | -10,559.0% | +690.4% |
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