+141.5%
W vs AME
+421.6%
-280.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.5% | +2.8% | +3.7% | +3.4% |
| 30D | -6.2% | -6.3% | 0.0% | +0.3% |
| 3M | +48.9% | +5.4% | +43.5% | +41.8% |
| 6M | +31.2% | +7.4% | +23.8% | +21.5% |
| YTD | -0.4% | +16.2% | -16.6% | -15.2% |
| 1Y | +14.8% | +26.8% | -12.0% | -11.8% |
| 3Y | +40.5% | +57.5% | -17.0% | -12.7% |
| 5Y | -62.1% | +84.8% | -147.0% | -79.0% |
| 10Y | +141.5% | +424.3% | -282.8% | -42.9% |
| All | +141.5% | +421.6% | -280.1% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling