+62.3%
AME vs WSM
+255.1%
-192.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +1.4% |
| 7D | +8.1% | -3.2% | +11.3% | +8.7% |
| 30D | -3.8% | +4.6% | -8.4% | -4.8% |
| 3M | -6.6% | +2.4% | -9.1% | -7.3% |
| 6M | +4.6% | +43.7% | -39.1% | -2.8% |
| YTD | +17.9% | +42.1% | -24.2% | +9.8% |
| 1Y | +23.2% | +32.3% | -9.0% | +16.0% |
| All | +62.3% | +255.1% | -192.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling