+25.7%
C vs AME
+24.0%
+1.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | +4.2% | +5.9% | -1.7% | +0.8% |
| 30D | +2.0% | -1.9% | +3.9% | +2.7% |
| 3M | -10.1% | -5.4% | -4.8% | -7.3% |
| 6M | +1.0% | +4.9% | -3.9% | -2.9% |
| YTD | +8.5% | +18.5% | -10.0% | -7.4% |
| 1Y | +25.7% | +25.5% | +0.3% | +3.4% |
| All | +25.7% | +24.0% | +1.7% | +3.4% |
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