+91.0%
AME vs GTLB
-47.1%
+138.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +0.6% | +11.1% | -10.4% | -0.1% |
| 30D | -6.7% | +37.8% | -44.5% | -8.8% |
| 3M | +4.1% | +61.6% | -57.5% | +0.5% |
| 6M | +1.6% | +98.9% | -97.3% | -3.9% |
| YTD | +16.1% | +32.8% | -16.6% | +13.2% |
| 1Y | +27.3% | +14.7% | +12.7% | +25.1% |
| 3Y | +50.9% | +1.3% | +49.5% | +46.6% |
| All | +91.0% | -47.1% | +138.1% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling