+61.4%
AME vs NWSA
+31.9%
+29.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.1% | -12.2% | +13.3% | +4.3% |
| 30D | -4.1% | -8.7% | +4.6% | -2.1% |
| 3M | -6.3% | -6.0% | -0.4% | -5.3% |
| 6M | +3.5% | -0.3% | +3.9% | +2.6% |
| YTD | +17.3% | +3.5% | +13.8% | +14.1% |
| 1Y | +22.0% | +0.8% | +21.3% | +20.0% |
| All | +61.4% | +31.9% | +29.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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