+25.9%
AME vs WOLF
+39.8%
-13.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.7% | +6.9% | -0.4% |
| 7D | 0.0% | -6.2% | +6.2% | +0.3% |
| 30D | -8.6% | -16.5% | +7.9% | -7.8% |
| 3M | +5.8% | -42.0% | +47.8% | +7.7% |
| 6M | +3.8% | +51.8% | -48.0% | +1.4% |
| YTD | +14.4% | +44.6% | -30.1% | +12.0% |
| All | +25.9% | +39.8% | -13.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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