+69.5%
AME vs Z
-55.4%
+124.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +2.9% |
| 7D | -5.2% | -4.6% | -0.6% | -4.7% |
| 30D | -8.0% | +8.3% | -16.3% | -9.5% |
| 3M | -8.9% | -11.6% | +2.7% | -8.1% |
| 6M | -5.0% | -33.6% | +28.7% | -0.4% |
| YTD | +11.9% | -56.7% | +68.6% | +24.2% |
| 1Y | +16.6% | -59.1% | +75.8% | +30.4% |
| 3Y | +62.5% | -20.4% | +82.8% | +60.3% |
| All | +69.5% | -55.4% | +124.9% | +69.2% |
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