+8,630.0%
TER vs AME
+18,019.4%
-9,389.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +0.9% |
| 7D | -20.5% | -5.2% | -15.3% | -17.2% |
| 30D | -47.0% | -8.0% | -39.0% | -43.5% |
| 3M | -43.3% | -8.9% | -34.4% | -38.8% |
| 6M | -42.9% | -5.0% | -37.9% | -39.0% |
| YTD | +12.9% | +11.9% | +1.0% | +10.2% |
| 1Y | +18.2% | +16.6% | +1.5% | +12.6% |
| 3Y | +151.8% | +62.5% | +89.3% | +96.2% |
| 5Y | +54.2% | +67.6% | -13.4% | +20.1% |
| 10Y | +908.2% | +450.4% | +457.9% | +289.5% |
| All | +8,630.0% | +18,019.4% | -9,389.4% | +709.3% |
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