+57.0%
AME vs MDY
+48.7%
+8.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | +0.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.9% |
| 30D | -6.6% | -3.9% | -2.7% | -3.6% |
| 3M | +3.0% | 0.0% | +3.0% | +3.2% |
| 6M | +5.3% | +8.5% | -3.2% | -0.7% |
| YTD | +15.4% | +13.2% | +2.2% | +5.7% |
| 1Y | +26.8% | +15.0% | +11.8% | +14.7% |
| All | +57.0% | +48.7% | +8.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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