+57.5%
AME vs RVTY
+16.6%
+40.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -6.3% | +10.8% | -17.1% | -8.4% |
| 3M | +5.4% | +26.8% | -21.4% | -0.3% |
| 6M | +7.4% | +39.3% | -31.9% | -0.9% |
| YTD | +16.2% | +31.6% | -15.5% | +8.1% |
| 1Y | +26.8% | +47.7% | -20.9% | +14.6% |
| 3Y | +57.5% | +19.9% | +37.6% | +48.8% |
| All | +57.5% | +16.6% | +40.9% | +48.8% |
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