+114.1%
AG vs AME
+26.3%
+87.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.0% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +6.4% | -8.6% | +15.0% | +16.1% |
| 3M | +28.4% | +5.8% | +22.6% | +19.4% |
| 6M | -24.5% | +3.8% | -28.3% | -28.3% |
| YTD | +21.2% | +14.4% | +6.7% | +9.7% |
| 1Y | +114.1% | +25.8% | +88.3% | +86.3% |
| All | +114.1% | +26.3% | +87.8% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling