+802.8%
TEAM vs AME
+377.0%
+425.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.3% |
| 7D | -0.4% | +0.6% | -1.1% | -0.7% |
| 30D | +67.3% | -6.7% | +74.0% | +72.7% |
| 3M | +86.8% | +4.1% | +82.7% | +81.4% |
| 6M | +146.8% | +1.6% | +145.2% | +138.4% |
| YTD | +16.9% | +16.1% | +0.8% | +4.0% |
| 1Y | +12.8% | +27.3% | -14.5% | -5.2% |
| 3Y | -7.3% | +50.9% | -58.1% | -29.6% |
| 5Y | -50.7% | +81.4% | -132.1% | -66.1% |
| 10Y | +529.8% | +417.0% | +112.9% | +143.8% |
| All | +802.8% | +377.0% | +425.8% | +259.7% |
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