+23.2%
AME vs WWD
+23.9%
-0.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.3% |
| 7D | +8.1% | +8.2% | -0.1% | +5.1% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | -6.6% | -8.4% | +1.8% | -4.3% |
| 6M | +4.6% | -9.5% | +14.1% | +7.0% |
| YTD | +17.9% | +10.1% | +7.9% | +16.9% |
| 1Y | +23.2% | +21.6% | +1.7% | +20.1% |
| All | +23.2% | +23.9% | -0.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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