+3.5%
B vs AME
+22.2%
-18.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | -6.2% | +8.1% | -14.3% | -10.3% |
| 30D | -6.6% | -3.8% | -2.8% | -4.7% |
| 3M | -7.9% | -6.6% | -1.2% | -3.9% |
| 6M | -16.8% | +4.6% | -21.4% | -21.0% |
| YTD | -11.7% | +17.9% | -29.6% | -18.2% |
| 1Y | +3.5% | +23.2% | -19.7% | -5.0% |
| All | +3.5% | +22.2% | -18.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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