+304.9%
AEM vs LYFT
-69.9%
+374.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | -2.1% | -8.4% | +6.2% | -1.5% |
| 30D | +8.4% | -7.6% | +16.0% | +9.1% |
| 3M | +27.3% | +11.7% | +15.5% | +26.0% |
| 6M | -9.7% | +15.1% | -24.8% | -10.8% |
| YTD | +19.0% | -20.9% | +39.9% | +20.3% |
| 1Y | +31.5% | -16.4% | +47.9% | +32.4% |
| 3Y | +338.7% | +35.2% | +303.5% | +318.5% |
| All | +304.9% | -69.9% | +374.8% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 5y: compounded portfolio wealth divided by compounded LYFT 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…
5y analysis · Full analysis span regression · 6 months rolling