+3,094.0%
SPY vs AME
+13,538.5%
-10,444.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | -6.7% | +6.7% | +2.7% |
| 3M | +2.0% | +4.1% | -2.1% | +0.2% |
| 6M | +13.0% | +1.6% | +11.4% | +11.8% |
| YTD | +13.5% | +16.1% | -2.6% | +6.6% |
| 1Y | +20.0% | +27.3% | -7.4% | +8.4% |
| 3Y | +77.2% | +50.9% | +26.3% | +48.6% |
| 5Y | +81.9% | +81.4% | +0.5% | +42.0% |
| 10Y | +314.1% | +417.0% | -102.9% | +119.7% |
| All | +3,094.0% | +13,538.5% | -10,444.4% | +710.1% |
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