+302.1%
WMB vs AME
+421.6%
-119.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | +0.8% | +2.8% | -2.0% | -0.7% |
| 30D | +7.7% | -6.3% | +14.0% | +11.5% |
| 3M | +6.7% | +5.4% | +1.3% | +3.2% |
| 6M | +3.6% | +7.4% | -3.8% | -1.5% |
| YTD | +28.0% | +16.2% | +11.8% | +16.1% |
| 1Y | +37.6% | +26.8% | +10.8% | +18.0% |
| 3Y | +149.0% | +57.5% | +91.5% | +81.8% |
| 5Y | +285.3% | +84.8% | +200.5% | +147.1% |
| 10Y | +302.1% | +424.3% | -122.2% | +40.1% |
| All | +302.1% | +421.6% | -119.5% | +40.1% |
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 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