+62.5%
AME vs RVTY
+78.0%
-15.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.9% |
| 7D | -5.2% | -1.2% | -4.0% | -4.9% |
| 30D | -8.0% | +1.0% | -9.1% | -8.2% |
| 3M | -8.9% | +35.8% | -44.7% | -15.1% |
| 6M | -5.0% | +56.7% | -61.7% | -14.9% |
| YTD | +11.9% | +60.7% | -48.8% | -1.2% |
| 1Y | +16.6% | +73.7% | -57.1% | +1.0% |
| 3Y | +62.5% | +82.8% | -20.3% | +39.2% |
| All | +62.5% | +78.0% | -15.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling