+11,651.3%
AME vs WAB
+4,398.0%
+7,253.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.6% |
| 7D | -4.1% | +4.0% | -8.1% | -5.4% |
| 30D | -4.1% | +6.3% | -10.5% | -6.0% |
| 3M | -5.6% | +3.3% | -8.9% | -6.6% |
| 6M | +2.8% | +14.5% | -11.6% | -1.8% |
| YTD | +16.6% | +42.7% | -26.1% | +3.5% |
| 1Y | +21.1% | +45.2% | -24.1% | +6.8% |
| 3Y | +61.1% | +173.8% | -112.7% | +14.7% |
| 5Y | +76.6% | +223.8% | -147.2% | +18.4% |
| 10Y | +431.3% | +280.5% | +150.8% | +221.6% |
| All | +11,651.3% | +4,398.0% | +7,253.4% | +3,660.0% |
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 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