+20.4%
AME vs NTRS
+43.5%
-23.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.8% | -5.8% |
| 7D | -4.4% | +3.6% | -8.0% | -5.7% |
| 30D | -5.9% | +4.3% | -10.2% | -7.4% |
| 3M | -6.5% | -1.9% | -4.6% | -5.8% |
| 6M | +3.2% | +11.4% | -8.2% | -0.9% |
| YTD | +16.0% | +32.3% | -16.3% | +2.2% |
| 1Y | +20.4% | +42.5% | -22.1% | +3.5% |
| All | +20.4% | +43.5% | -23.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling