+196.2%
W vs AME
+403.1%
-206.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -3.9% |
| 7D | -3.6% | -5.2% | +1.6% | +0.7% |
| 30D | +7.0% | -8.0% | +15.0% | +15.0% |
| 3M | +7.4% | -8.9% | +16.3% | +15.7% |
| 6M | +69.3% | -5.0% | +74.3% | +76.8% |
| YTD | +11.3% | +11.9% | -0.6% | -1.8% |
| 1Y | +13.2% | +16.6% | -3.4% | -4.2% |
| 3Y | +142.0% | +62.5% | +79.5% | +50.0% |
| 5Y | -54.6% | +67.6% | -122.2% | -71.3% |
| 10Y | +243.7% | +450.4% | -206.7% | -5.8% |
| All | +196.2% | +403.1% | -206.8% | -18.6% |
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