+3,017.7%
SPY vs AME
+13,592.3%
-10,574.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | -4.1% | +3.5% | +0.9% |
| 30D | -3.7% | -4.1% | +0.5% | -2.3% |
| 3M | -2.7% | -5.6% | +2.9% | -0.9% |
| 6M | +2.2% | +2.8% | -0.7% | +0.6% |
| YTD | +10.8% | +16.6% | -5.8% | +3.6% |
| 1Y | +11.2% | +21.1% | -9.9% | +2.4% |
| 3Y | +76.5% | +61.1% | +15.4% | +44.0% |
| 5Y | +72.9% | +76.6% | -3.6% | +36.1% |
| 10Y | +304.8% | +431.3% | -126.5% | +112.4% |
| All | +3,017.7% | +13,592.3% | -10,574.6% | +687.4% |
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