-15.8%
F vs AME
+66.2%
-82.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -2.4% |
| 7D | +1.6% | -5.2% | +6.7% | +4.6% |
| 30D | +2.6% | -8.0% | +10.7% | +7.7% |
| 3M | -8.8% | -8.9% | +0.1% | -4.0% |
| 6M | +4.6% | -5.0% | +9.6% | +6.3% |
| YTD | -1.9% | +11.9% | -13.8% | -12.1% |
| 1Y | -0.8% | +16.6% | -17.4% | -13.9% |
| 3Y | +43.5% | +62.5% | -19.0% | -12.3% |
| All | -15.8% | +66.2% | -82.1% | -51.3% |
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