+11.3%
IR vs AME
+21.9%
-10.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.5% | -4.1% | +5.7% | +5.2% |
| 30D | +9.0% | -4.1% | +13.2% | +12.9% |
| 3M | -0.9% | -5.6% | +4.8% | +4.2% |
| 6M | +13.4% | +2.8% | +10.6% | +8.2% |
| YTD | +8.5% | +16.6% | -8.1% | -12.2% |
| 1Y | +11.3% | +21.1% | -9.8% | -14.2% |
| All | +11.3% | +21.9% | -10.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling