+58.4%
AME vs COMP
+309.8%
-251.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.2% | -5.1% |
| 7D | -11.4% | -1.8% | -9.6% | -11.3% |
| 30D | -12.1% | -0.8% | -11.4% | -12.2% |
| 3M | -12.3% | -28.1% | +15.8% | -9.5% |
| 6M | -4.6% | +27.0% | -31.6% | -8.3% |
| YTD | +9.1% | -12.8% | +21.9% | +8.2% |
| 1Y | +13.3% | +4.9% | +8.4% | +10.1% |
| All | +58.4% | +309.8% | -251.3% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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