+421.1%
WMT vs AME
+427.9%
-6.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -6.4% | -8.6% | +2.2% | -4.1% |
| 3M | -12.1% | +5.8% | -17.9% | -13.7% |
| 6M | -15.0% | +3.8% | -18.8% | -16.2% |
| YTD | -4.5% | +14.4% | -18.9% | -8.7% |
| 1Y | +6.2% | +25.8% | -19.6% | -1.5% |
| 3Y | +99.9% | +55.2% | +44.7% | +72.0% |
| 5Y | +131.4% | +85.5% | +45.9% | +86.6% |
| All | +421.1% | +427.9% | -6.8% | +237.5% |
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