+11.7%
D vs AME
+77.7%
-66.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.4% | +5.9% | -7.2% | -2.4% |
| 30D | +7.7% | -1.9% | +9.7% | +7.8% |
| 3M | -0.3% | -5.4% | +5.1% | +0.5% |
| 6M | +10.1% | +4.9% | +5.1% | +8.3% |
| YTD | +19.1% | +18.5% | +0.6% | +13.4% |
| 1Y | +15.9% | +25.5% | -9.6% | +8.8% |
| 3Y | +75.0% | +63.0% | +12.0% | +48.0% |
| All | +11.7% | +77.7% | -66.0% | -12.3% |
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