+20.4%
AME vs WY
+0.3%
+20.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.6% | -10.3% | -5.2% |
| 7D | -4.4% | +13.3% | -17.8% | -6.2% |
| 30D | -5.9% | +17.6% | -23.5% | -8.4% |
| 3M | -6.5% | -15.0% | +8.5% | -1.9% |
| 6M | +3.2% | -5.9% | +9.1% | +5.1% |
| YTD | +16.0% | -5.7% | +21.7% | +18.4% |
| 1Y | +20.4% | -0.2% | +20.6% | +21.0% |
| All | +20.4% | +0.3% | +20.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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