-7.3%
F vs AME
+22.2%
-29.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.1% |
| 7D | -3.9% | +8.1% | -12.0% | -6.6% |
| 30D | -0.5% | -3.8% | +3.3% | +0.8% |
| 3M | -12.9% | -6.6% | -6.3% | -10.4% |
| 6M | +1.5% | +4.6% | -3.0% | -2.7% |
| YTD | -5.0% | +17.9% | -23.0% | -17.7% |
| 1Y | -7.3% | +23.2% | -30.6% | -23.1% |
| All | -7.3% | +22.2% | -29.6% | -23.1% |
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 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