-3.5%
F vs AME
+22.0%
-25.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | +3.3% | -4.1% | +7.4% | +4.7% |
| 3M | -11.3% | -6.3% | -5.0% | -9.0% |
| 6M | +5.3% | +3.5% | +1.8% | +1.4% |
| YTD | -2.2% | +17.3% | -19.5% | -14.9% |
| 1Y | -3.5% | +22.0% | -25.6% | -19.1% |
| All | -3.5% | +22.0% | -25.6% | -19.1% |
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