+27.3%
AME vs GNRC
+6.8%
+20.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | +0.6% | +1.9% | -1.3% | +0.2% |
| 30D | -6.7% | -13.8% | +7.1% | -4.0% |
| 3M | +4.1% | -32.6% | +36.7% | +11.6% |
| 6M | +1.6% | -15.2% | +16.8% | +4.3% |
| YTD | +16.1% | +37.4% | -21.2% | +12.7% |
| 1Y | +27.3% | +5.1% | +22.2% | +24.3% |
| All | +27.3% | +6.8% | +20.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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