+60.7%
AME vs GWRE
+50.1%
+10.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +1.7% | -13.2% | +15.0% | +2.2% |
| 30D | -6.4% | -18.6% | +12.1% | -6.1% |
| 3M | +7.1% | +18.9% | -11.8% | +5.5% |
| 6M | +8.2% | -11.0% | +19.1% | +8.6% |
| YTD | +18.2% | -29.9% | +48.1% | +22.5% |
| 1Y | +26.7% | -44.3% | +71.1% | +36.0% |
| 3Y | +60.7% | +51.7% | +9.0% | +41.1% |
| All | +60.7% | +50.1% | +10.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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