-17.2%
F vs AME
+77.7%
-94.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -3.1% | +5.9% | -9.0% | -6.7% |
| 30D | 0.0% | -1.9% | +1.9% | +0.6% |
| 3M | -13.2% | -5.4% | -7.8% | -10.9% |
| 6M | -10.2% | +4.9% | -15.1% | -14.8% |
| YTD | -4.9% | +18.5% | -23.4% | -18.0% |
| 1Y | -6.1% | +25.5% | -31.5% | -22.5% |
| 3Y | +46.0% | +63.0% | -17.1% | -9.2% |
| All | -17.2% | +77.7% | -94.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling