+122.2%
ALL vs AME
+82.5%
+39.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -1.5% | -6.7% | +5.2% | +0.5% |
| 3M | +23.6% | +4.1% | +19.6% | +21.2% |
| 6M | +22.3% | +1.6% | +20.8% | +20.7% |
| YTD | +26.5% | +16.1% | +10.4% | +18.4% |
| 1Y | +27.0% | +27.3% | -0.3% | +14.4% |
| 3Y | +149.6% | +50.9% | +98.7% | +105.0% |
| All | +122.2% | +82.5% | +39.8% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling