-34.6%
DOW vs AME
+55.3%
-89.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.9% | +2.8% | -5.7% | -3.9% |
| 30D | +2.0% | -6.3% | +8.2% | +4.2% |
| 3M | -12.5% | +5.4% | -17.9% | -15.3% |
| 6M | -9.2% | +7.4% | -16.6% | -14.0% |
| YTD | +30.8% | +16.2% | +14.6% | +17.5% |
| 1Y | +29.4% | +26.8% | +2.6% | +9.7% |
| 3Y | -34.6% | +57.5% | -92.1% | -52.2% |
| All | -34.6% | +55.3% | -89.8% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling