+62.5%
AME vs AR
+19.9%
+42.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.6% |
| 7D | -5.2% | -14.3% | +9.1% | -4.6% |
| 30D | -8.0% | +1.4% | -9.5% | -8.1% |
| 3M | -8.9% | +3.4% | -12.3% | -9.1% |
| 6M | -5.0% | -2.1% | -2.9% | -5.0% |
| YTD | +11.9% | +4.7% | +7.2% | +10.5% |
| 1Y | +16.6% | +10.6% | +6.1% | +14.4% |
| 3Y | +62.5% | +24.6% | +37.9% | +59.7% |
| All | +62.5% | +19.9% | +42.5% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling