+607.6%
TEAM vs AME
+378.9%
+228.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -22.2% | -4.1% | -18.1% | -20.9% |
| 30D | -28.1% | -4.1% | -24.0% | -27.0% |
| 3M | -2.2% | -5.6% | +3.5% | -0.4% |
| 6M | +62.2% | +2.8% | +59.4% | +56.9% |
| YTD | -8.4% | +16.6% | -25.0% | -19.3% |
| 1Y | -6.6% | +21.1% | -27.7% | -19.6% |
| 3Y | -15.7% | +61.1% | -76.8% | -38.8% |
| 5Y | -65.7% | +76.6% | -142.3% | -76.3% |
| 10Y | +441.0% | +431.3% | +9.6% | +104.3% |
| All | +607.6% | +378.9% | +228.8% | +179.3% |
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