+732.2%
AME vs GWRE
+749.2%
-17.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | +0.3% |
| 7D | +1.3% | -26.2% | +27.5% | +6.5% |
| 30D | -6.6% | -17.8% | +11.2% | -4.0% |
| 3M | +3.0% | +14.2% | -11.3% | -1.8% |
| 6M | +5.3% | -12.9% | +18.2% | +4.6% |
| YTD | +15.4% | -29.2% | +44.7% | +19.4% |
| 1Y | +26.8% | -44.4% | +71.2% | +38.6% |
| 3Y | +56.5% | +51.1% | +5.4% | +29.3% |
| 5Y | +85.2% | +16.5% | +68.7% | +59.2% |
| 10Y | +428.5% | +131.6% | +297.0% | +276.6% |
| All | +732.2% | +749.2% | -17.0% | +426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling