+57.0%
AME vs HRB
+25.9%
+31.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +1.3% | -10.6% | +11.9% | +1.4% |
| 30D | -6.6% | -0.8% | -5.7% | -6.6% |
| 3M | +3.0% | +19.1% | -16.1% | +2.8% |
| 6M | +5.3% | +48.7% | -43.4% | +4.4% |
| YTD | +15.4% | +7.1% | +8.3% | +18.3% |
| 1Y | +26.8% | -8.3% | +35.1% | +32.2% |
| All | +57.0% | +25.9% | +31.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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