+170.5%
GM vs AME
+59.6%
+110.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -2.3% |
| 7D | -2.4% | +1.7% | -4.2% | -3.4% |
| 30D | -1.1% | -6.4% | +5.3% | +2.4% |
| 3M | +6.1% | +7.1% | -1.0% | +1.7% |
| 6M | +15.0% | +8.2% | +6.8% | +9.5% |
| YTD | +6.0% | +18.2% | -12.2% | -4.1% |
| 1Y | +47.1% | +26.7% | +20.3% | +28.0% |
| 3Y | +170.5% | +60.7% | +109.8% | +107.8% |
| All | +170.5% | +59.6% | +110.9% | +107.8% |
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