+11,605.2%
AME vs WAB
+4,092.2%
+7,513.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +0.6% | -3.2% | +3.8% | +1.7% |
| 30D | -6.7% | -4.4% | -2.2% | -5.3% |
| 3M | +4.1% | +7.9% | -3.8% | +1.3% |
| 6M | +1.6% | +8.7% | -7.1% | -1.4% |
| YTD | +16.1% | +33.0% | -16.8% | +5.5% |
| 1Y | +27.3% | +46.7% | -19.3% | +11.8% |
| 3Y | +50.9% | +153.0% | -102.1% | +10.1% |
| 5Y | +81.4% | +222.3% | -140.9% | +21.8% |
| 10Y | +417.0% | +291.0% | +126.0% | +210.8% |
| All | +11,605.2% | +4,092.2% | +7,513.0% | +3,731.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling