+119.1%
ALL vs AME
+64.2%
+54.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | +5.0% | +5.9% | -0.8% | +4.5% |
| 30D | +13.3% | -1.9% | +15.2% | +13.5% |
| 3M | +3.2% | -5.4% | +8.5% | +3.8% |
| 6M | +25.3% | +4.9% | +20.4% | +23.6% |
| YTD | +30.5% | +18.5% | +12.0% | +24.6% |
| 1Y | +29.2% | +25.5% | +3.7% | +21.6% |
| 3Y | +119.1% | +63.0% | +56.1% | +95.1% |
| All | +119.1% | +64.2% | +54.9% | +95.1% |
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