+1,477.5%
XLK vs AME
+9,419.3%
-7,941.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.3% | +1.3% | +1.0% | +1.6% |
| 30D | +0.8% | -6.6% | +7.4% | +4.3% |
| 3M | +4.1% | +3.0% | +1.1% | +2.6% |
| 6M | +34.8% | +5.3% | +29.5% | +31.1% |
| YTD | +30.8% | +15.4% | +15.4% | +21.3% |
| 1Y | +42.4% | +26.8% | +15.5% | +25.4% |
| 3Y | +121.8% | +56.5% | +65.3% | +74.4% |
| 5Y | +146.6% | +85.2% | +61.4% | +79.0% |
| 10Y | +804.3% | +428.5% | +375.7% | +295.2% |
| All | +1,477.5% | +9,419.3% | -7,941.7% | +126.5% |
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 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