+43.5%
F vs AME
+62.2%
-18.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.8% |
| 7D | +1.6% | -5.2% | +6.7% | +3.5% |
| 30D | +2.6% | -8.0% | +10.7% | +6.0% |
| 3M | -8.8% | -8.9% | +0.1% | -5.6% |
| 6M | +4.6% | -5.0% | +9.6% | +5.8% |
| YTD | -1.9% | +11.9% | -13.8% | -8.5% |
| 1Y | -0.8% | +16.6% | -17.4% | -9.2% |
| 3Y | +43.5% | +62.5% | -19.0% | +8.1% |
| All | +43.5% | +62.2% | -18.7% | +8.1% |
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 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