+20.4%
AME vs WAB
+46.5%
-26.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.3% |
| 7D | -4.4% | +4.5% | -9.0% | -6.9% |
| 30D | -5.9% | +1.1% | -7.0% | -6.5% |
| 3M | -6.5% | -1.3% | -5.3% | -6.0% |
| 6M | +3.2% | +12.7% | -9.5% | -4.4% |
| YTD | +16.0% | +38.7% | -22.7% | -4.3% |
| 1Y | +20.4% | +44.9% | -24.5% | -3.0% |
| All | +20.4% | +46.5% | -26.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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