+566.1%
XYZ vs AME
+442.0%
+124.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.6% |
| 7D | -2.1% | +8.1% | -10.2% | -8.9% |
| 30D | +7.0% | -3.8% | +10.8% | +9.4% |
| 3M | +5.1% | -6.6% | +11.7% | +9.9% |
| 6M | +14.1% | +4.6% | +9.5% | +6.2% |
| YTD | +26.4% | +17.9% | +8.4% | +3.7% |
| 1Y | +25.1% | +23.2% | +1.8% | -1.7% |
| 3Y | +59.7% | +62.9% | -3.2% | -7.0% |
| 5Y | -63.8% | +77.5% | -141.3% | -80.1% |
| All | +566.1% | +442.0% | +124.0% | +67.6% |
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