+533.2%
XYZ vs AME
+356.6%
+176.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -2.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.5% |
| 30D | -1.7% | -6.7% | +5.0% | +4.5% |
| 3M | +16.7% | +4.1% | +12.7% | +11.6% |
| 6M | +26.9% | +1.6% | +25.3% | +22.9% |
| YTD | +27.1% | +16.1% | +11.0% | +8.6% |
| 1Y | +9.3% | +27.3% | -18.1% | -15.0% |
| 3Y | +42.3% | +50.9% | -8.6% | -6.7% |
| 5Y | -69.3% | +81.4% | -150.7% | -82.6% |
| 10Y | +586.8% | +417.0% | +169.8% | +92.0% |
| All | +533.2% | +356.6% | +176.6% | +69.2% |
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