+157.4%
ALL vs AME
+50.7%
+106.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -1.5% | -6.7% | +5.2% | -0.5% |
| 3M | +23.6% | +4.1% | +19.6% | +22.1% |
| 6M | +22.3% | +1.6% | +20.8% | +21.4% |
| YTD | +26.5% | +16.1% | +10.4% | +21.4% |
| 1Y | +27.0% | +27.3% | -0.3% | +18.8% |
| All | +157.4% | +50.7% | +106.6% | +132.3% |
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