+226.6%
AG vs AME
+62.6%
+164.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -4.0% | +1.1% | -5.1% | -4.8% |
| 30D | -13.1% | -4.1% | -9.0% | -10.9% |
| 3M | -22.0% | -6.3% | -15.7% | -18.9% |
| 6M | -37.3% | +3.5% | -40.8% | -38.9% |
| YTD | -11.2% | +17.3% | -28.4% | -18.7% |
| 1Y | +23.9% | +22.0% | +1.9% | +11.2% |
| All | +226.6% | +62.6% | +164.0% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling