+62.5%
AME vs S
+34.5%
+28.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | -5.2% | -13.4% | +8.3% | -3.9% |
| 30D | -8.0% | -14.0% | +6.0% | -6.8% |
| 3M | -8.9% | +4.9% | -13.8% | -9.7% |
| 6M | -5.0% | +42.0% | -47.0% | -9.2% |
| YTD | +11.9% | +45.1% | -33.2% | +6.0% |
| 1Y | +16.6% | +33.1% | -16.4% | +11.6% |
| 3Y | +62.5% | +40.6% | +21.8% | +50.3% |
| All | +62.5% | +34.5% | +28.0% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling