+27.9%
AME vs Q
+75.3%
-47.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.6% |
| 7D | +2.8% | +6.7% | -4.0% | +1.1% |
| 30D | -6.3% | -10.6% | +4.3% | -3.8% |
| 3M | +5.4% | -14.6% | +20.0% | +8.9% |
| 6M | +7.4% | +12.1% | -4.6% | +3.4% |
| YTD | +16.2% | +51.3% | -35.1% | +6.5% |
| All | +27.9% | +75.3% | -47.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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