+46.0%
F vs AME
+64.2%
-18.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.1% | +5.9% | -9.0% | -5.4% |
| 30D | 0.0% | -1.9% | +1.9% | +0.5% |
| 3M | -13.2% | -5.4% | -7.8% | -11.5% |
| 6M | -10.2% | +4.9% | -15.1% | -13.2% |
| YTD | -4.9% | +18.5% | -23.4% | -13.5% |
| 1Y | -6.1% | +25.5% | -31.5% | -16.8% |
| 3Y | +46.0% | +63.0% | -17.1% | +8.6% |
| All | +46.0% | +64.2% | -18.3% | +8.6% |
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