+66.9%
T vs AME
+427.9%
-360.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.9% |
| 7D | -2.4% | 0.0% | -2.5% | -2.5% |
| 30D | +4.3% | -8.6% | +12.9% | +7.1% |
| 3M | +11.6% | +5.8% | +5.8% | +9.1% |
| 6M | -5.6% | +3.8% | -9.4% | -7.5% |
| YTD | +6.6% | +14.4% | -7.9% | +0.7% |
| 1Y | -8.4% | +25.8% | -34.1% | -16.5% |
| 3Y | +107.8% | +55.2% | +52.7% | +70.7% |
| 5Y | +68.3% | +85.5% | -17.2% | +25.7% |
| All | +66.9% | +427.9% | -360.9% | -8.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling