+502.9%
TEAM vs AME
+425.2%
+77.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -4.7% | +1.3% | -6.0% | -5.3% |
| 30D | +17.0% | -6.6% | +23.6% | +20.6% |
| 3M | +85.9% | +3.0% | +82.9% | +81.6% |
| 6M | +116.7% | +5.3% | +111.3% | +105.6% |
| YTD | +9.6% | +15.4% | -5.8% | -2.2% |
| 1Y | -2.5% | +26.8% | -29.4% | -17.8% |
| 3Y | -14.0% | +56.5% | -70.5% | -35.9% |
| 5Y | -53.1% | +85.2% | -138.3% | -67.9% |
| 10Y | +502.9% | +428.5% | +74.4% | +155.6% |
| All | +502.9% | +425.2% | +77.7% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling