+7.8%
D vs AME
+82.5%
-74.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.5% | +0.6% | +0.8% | +1.3% |
| 30D | -2.6% | -6.7% | +4.1% | -1.1% |
| 3M | 0.0% | +4.1% | -4.1% | -1.1% |
| 6M | +7.4% | +1.6% | +5.8% | +6.6% |
| YTD | +15.9% | +16.1% | -0.3% | +11.3% |
| 1Y | +18.1% | +27.3% | -9.2% | +10.7% |
| 3Y | +58.4% | +50.9% | +7.5% | +38.3% |
| All | +7.8% | +82.5% | -74.7% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling