+91.1%
AME vs BR
+8.0%
+83.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +1.7% | -3.0% | +4.7% | +2.8% |
| 30D | -6.4% | -0.3% | -6.1% | -6.6% |
| 3M | +7.1% | +17.3% | -10.2% | 0.0% |
| 6M | +8.2% | -6.7% | +14.9% | +10.7% |
| YTD | +18.2% | -23.4% | +41.6% | +32.0% |
| 1Y | +26.7% | -32.7% | +59.4% | +51.0% |
| 3Y | +60.7% | -5.9% | +66.6% | +58.3% |
| All | +91.1% | +8.0% | +83.1% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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