+23.2%
AME vs Q
+66.4%
-43.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +0.8% |
| 7D | -5.2% | +0.3% | -5.4% | -5.2% |
| 30D | -8.0% | -9.8% | +1.8% | -5.6% |
| 3M | -8.9% | -12.2% | +3.3% | -6.1% |
| 6M | -5.0% | -21.6% | +16.6% | -0.2% |
| YTD | +11.9% | +43.6% | -31.7% | +3.9% |
| 1Y | +16.6% | +25.7% | -9.0% | +10.7% |
| All | +23.2% | +66.4% | -43.2% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling