-53.8%
TEAM vs AME
+85.0%
-138.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | -5.7% | +2.8% | -8.5% | -7.3% |
| 30D | +18.3% | -6.3% | +24.6% | +22.7% |
| 3M | +80.2% | +5.4% | +74.8% | +71.7% |
| 6M | +111.0% | +7.4% | +103.5% | +92.6% |
| YTD | +8.8% | +16.2% | -7.4% | -8.8% |
| 1Y | +2.2% | +26.8% | -24.7% | -21.4% |
| 3Y | -14.6% | +57.5% | -72.1% | -49.3% |
| 5Y | -53.8% | +84.8% | -138.6% | -77.4% |
| All | -53.8% | +85.0% | -138.8% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling