+46.7%
C vs AME
+27.5%
+19.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.2% |
| 30D | +0.1% | -6.7% | +6.7% | +4.1% |
| 3M | +2.4% | +4.1% | -1.7% | -0.1% |
| 6M | +24.9% | +1.6% | +23.4% | +22.1% |
| YTD | +19.8% | +16.1% | +3.7% | +9.3% |
| All | +46.7% | +27.5% | +19.2% | +28.2% |
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