+61,756.5%
SU vs AME
+18,712.3%
+43,044.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | +2.8% | -3.7% | -0.4% |
| 30D | +13.7% | -6.3% | +20.0% | +12.3% |
| 3M | +8.0% | +5.4% | +2.6% | +9.4% |
| 6M | +21.0% | +7.4% | +13.6% | +23.3% |
| YTD | +56.2% | +16.2% | +40.1% | +61.8% |
| 1Y | +72.2% | +26.8% | +45.4% | +81.7% |
| 3Y | +118.1% | +57.5% | +60.6% | +140.9% |
| 5Y | +350.3% | +84.8% | +265.5% | +412.4% |
| 10Y | +248.5% | +424.3% | -175.8% | +425.7% |
| All | +61,756.5% | +18,712.3% | +43,044.2% | +1,519,643.1% |
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