+21.1%
AME vs S
+37.8%
-16.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | -4.1% | -10.8% | +6.7% | -4.5% |
| 3M | -5.6% | +5.4% | -11.0% | -5.1% |
| 6M | +2.8% | +41.2% | -38.4% | +4.8% |
| YTD | +16.6% | +56.2% | -39.6% | +19.3% |
| 1Y | +21.1% | +36.3% | -15.2% | +24.8% |
| All | +21.1% | +37.8% | -16.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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