+20.4%
AME vs AR
+14.7%
+5.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.3% | +1.6% | -5.3% |
| 7D | -4.4% | -11.1% | +6.7% | -5.8% |
| 30D | -5.9% | +7.9% | -13.8% | -4.7% |
| 3M | -6.5% | +4.9% | -11.4% | -5.5% |
| 6M | +3.2% | -5.3% | +8.5% | +3.3% |
| YTD | +16.0% | +8.6% | +7.4% | +15.7% |
| 1Y | +20.4% | +13.7% | +6.8% | +19.3% |
| All | +20.4% | +14.7% | +5.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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