+637.6%
TEAM vs AME
+378.7%
+258.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -1.2% |
| 7D | -17.2% | -1.5% | -15.7% | -16.9% |
| 30D | -25.1% | -4.2% | -20.9% | -23.9% |
| 3M | +3.9% | -5.9% | +9.9% | +6.0% |
| 6M | +69.1% | +2.8% | +66.3% | +63.6% |
| YTD | -4.5% | +16.6% | -21.0% | -15.8% |
| 1Y | -1.9% | +22.1% | -24.0% | -15.9% |
| 3Y | -9.3% | +64.7% | -74.0% | -34.9% |
| 5Y | -65.2% | +76.6% | -141.7% | -75.9% |
| 10Y | +467.0% | +443.9% | +23.1% | +111.1% |
| All | +637.6% | +378.7% | +258.9% | +191.2% |
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