+14,183.4%
TER vs AME
+18,709.1%
-4,525.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -8.3% | -6.7% | -1.6% | -3.9% |
| 3M | -12.2% | +4.1% | -16.3% | -13.1% |
| 6M | +17.1% | +1.6% | +15.5% | +19.4% |
| YTD | +84.7% | +16.1% | +68.5% | +73.6% |
| 1Y | +199.9% | +27.3% | +172.6% | +166.4% |
| 3Y | +232.8% | +50.9% | +181.9% | +167.5% |
| 5Y | +198.6% | +81.4% | +117.2% | +118.5% |
| 10Y | +1,669.7% | +417.0% | +1,252.8% | +596.9% |
| All | +14,183.4% | +18,709.1% | -4,525.7% | +1,175.1% |
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