+84.0%
AME vs S
-56.8%
+140.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +0.6% | -7.7% | +8.3% | +1.3% |
| 30D | -6.7% | -5.3% | -1.4% | -6.4% |
| 3M | +4.1% | +20.3% | -16.2% | +2.2% |
| 6M | +1.6% | +47.4% | -45.8% | -2.5% |
| YTD | +16.1% | +32.5% | -16.4% | +12.4% |
| 1Y | +27.3% | +9.5% | +17.8% | +25.1% |
| 3Y | +50.9% | +15.5% | +35.3% | +45.6% |
| 5Y | +81.4% | -71.2% | +152.6% | +81.0% |
| All | +84.0% | -56.8% | +140.7% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling