+57.5%
AME vs GTLB
-8.4%
+65.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.3% |
| 7D | +2.8% | +4.6% | -1.8% | +2.5% |
| 30D | -6.3% | +21.0% | -27.3% | -7.4% |
| 3M | +5.4% | +51.7% | -46.3% | +2.6% |
| 6M | +7.4% | +89.3% | -81.8% | +2.7% |
| YTD | +16.2% | +25.6% | -9.5% | +15.1% |
| 1Y | +26.8% | -1.5% | +28.4% | +28.4% |
| 3Y | +57.5% | -9.9% | +67.4% | +54.0% |
| All | +57.5% | -8.4% | +65.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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