+203.4%
W vs AME
+427.3%
-224.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | -7.4% | +1.1% | -8.5% | -8.3% |
| 30D | +7.8% | -4.1% | +11.9% | +11.3% |
| 3M | +10.9% | -6.3% | +17.2% | +16.4% |
| 6M | +86.4% | +3.5% | +82.9% | +79.2% |
| YTD | +14.0% | +17.3% | -3.3% | -3.9% |
| 1Y | +3.5% | +22.0% | -18.5% | -16.1% |
| 3Y | +164.8% | +62.0% | +102.7% | +64.7% |
| 5Y | -53.1% | +78.5% | -131.6% | -72.1% |
| 10Y | +220.4% | +441.6% | -221.2% | -13.6% |
| All | +203.4% | +427.3% | -224.0% | -20.4% |
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