+16.8%
F vs AME
+0.9%
+16.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.7% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +4.6% | -6.7% | +11.3% | +8.1% |
| 3M | -3.7% | +4.1% | -7.7% | -7.3% |
| 6M | +16.8% | +1.6% | +15.2% | +13.5% |
| All | +16.8% | +0.9% | +16.0% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling