+60.7%
AME vs LUMN
+385.3%
-324.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.3% | +3.2% |
| 7D | +1.7% | +2.5% | -0.8% | +1.6% |
| 30D | -6.4% | +10.3% | -16.8% | -6.9% |
| 3M | +7.1% | -18.3% | +25.3% | +7.8% |
| 6M | +8.2% | +4.4% | +3.8% | +7.7% |
| YTD | +18.2% | -10.7% | +28.9% | +18.0% |
| 1Y | +26.7% | +14.0% | +12.8% | +24.7% |
| 3Y | +60.7% | +406.6% | -345.9% | +48.1% |
| All | +60.7% | +385.3% | -324.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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