+9,741.5%
TER vs AME
+18,777.7%
-9,036.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +10.0% |
| 7D | -5.8% | -1.5% | -4.2% | -4.0% |
| 30D | -38.9% | -4.2% | -34.7% | -36.5% |
| 3M | -35.1% | -5.9% | -29.2% | -31.3% |
| 6M | -31.6% | +2.8% | -34.4% | -30.5% |
| YTD | +27.2% | +16.6% | +10.7% | +21.2% |
| 1Y | +35.2% | +22.1% | +13.1% | +25.3% |
| 3Y | +192.8% | +64.7% | +128.1% | +126.5% |
| 5Y | +72.4% | +76.6% | -4.2% | +30.2% |
| 10Y | +1,001.8% | +443.9% | +558.0% | +328.2% |
| All | +9,741.5% | +18,777.7% | -9,036.2% | +790.1% |
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