+76.6%
AME vs IT
-43.9%
+120.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -4.1% | -7.5% | +3.4% | -3.0% |
| 30D | -4.1% | -1.2% | -3.0% | -4.7% |
| 3M | -5.6% | -2.2% | -3.4% | -6.4% |
| 6M | +2.8% | +19.1% | -16.2% | -3.0% |
| YTD | +16.6% | -25.1% | +41.7% | +23.2% |
| 1Y | +21.1% | -17.4% | +38.5% | +23.8% |
| 3Y | +61.1% | -54.1% | +115.2% | +96.6% |
| 5Y | +76.6% | -42.7% | +119.2% | +89.2% |
| All | +76.6% | -43.9% | +120.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling