+23.2%
AME vs RVTY
+67.3%
-44.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +8.1% | +4.1% | +4.0% | +7.2% |
| 30D | -3.8% | +1.3% | -5.1% | -3.9% |
| 3M | -6.6% | +33.3% | -39.9% | -11.6% |
| 6M | +4.6% | +58.3% | -53.7% | -5.3% |
| YTD | +17.9% | +62.7% | -44.8% | +3.3% |
| 1Y | +23.2% | +67.2% | -44.0% | +6.7% |
| All | +23.2% | +67.3% | -44.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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