+84.5%
AME vs Z
-64.8%
+149.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | -6.7% | -4.2% | -2.5% | -6.4% |
| 3M | +4.1% | -3.7% | +7.8% | +4.2% |
| 6M | +1.6% | -24.5% | +26.1% | +4.7% |
| YTD | +16.1% | -49.3% | +65.4% | +25.6% |
| 1Y | +27.3% | -58.7% | +86.0% | +41.1% |
| 3Y | +50.9% | -34.1% | +85.0% | +54.2% |
| All | +84.5% | -64.8% | +149.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling