+9,012.0%
WMT vs AME
+18,709.1%
-9,697.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | -4.4% | -6.7% | +2.3% | -3.0% |
| 3M | -8.8% | +4.1% | -12.9% | -9.7% |
| 6M | -15.6% | +1.6% | -17.2% | -16.2% |
| YTD | -3.2% | +16.1% | -19.4% | -6.7% |
| 1Y | +7.0% | +27.3% | -20.3% | +1.0% |
| 3Y | +105.3% | +50.9% | +54.4% | +85.3% |
| 5Y | +129.3% | +81.4% | +47.9% | +97.7% |
| 10Y | +423.9% | +417.0% | +7.0% | +256.1% |
| All | +9,012.0% | +18,709.1% | -9,697.1% | +2,829.7% |
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