+25.5%
AME vs WY
-3.6%
+29.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.0% |
| 30D | -1.9% | +10.1% | -12.0% | -3.7% |
| 3M | -5.4% | -15.4% | +10.0% | -1.2% |
| 6M | +4.9% | -8.3% | +13.2% | +6.7% |
| YTD | +18.5% | -9.8% | +28.3% | +21.4% |
| 1Y | +25.5% | -3.9% | +29.3% | +25.7% |
| All | +25.5% | -3.6% | +29.0% | +25.7% |
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