+554.0%
XYZ vs AME
+339.8%
+214.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | -0.5% |
| 7D | +12.1% | -5.2% | +17.3% | +16.4% |
| 30D | +12.4% | -8.0% | +20.4% | +19.5% |
| 3M | +8.2% | -8.9% | +17.1% | +15.4% |
| 6M | +20.7% | -5.0% | +25.7% | +22.9% |
| YTD | +31.3% | +11.9% | +19.4% | +14.0% |
| 1Y | +20.5% | +16.6% | +3.9% | +0.6% |
| 3Y | +72.6% | +62.5% | +10.1% | +3.1% |
| 5Y | -64.0% | +67.6% | -131.6% | -78.4% |
| 10Y | +601.8% | +450.4% | +151.4% | +90.5% |
| All | +554.0% | +339.8% | +214.2% | +77.5% |
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