+27.6%
IR vs AME
+62.2%
-34.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | -0.7% |
| 7D | +3.7% | -5.2% | +8.8% | +8.0% |
| 30D | +7.4% | -8.0% | +15.5% | +14.8% |
| 3M | -5.9% | -8.9% | +3.0% | +1.1% |
| 6M | +5.6% | -5.0% | +10.6% | +9.3% |
| YTD | +4.8% | +11.9% | -7.0% | -5.0% |
| 1Y | +6.9% | +16.6% | -9.7% | -6.2% |
| 3Y | +27.6% | +62.5% | -34.9% | -10.8% |
| All | +27.6% | +62.2% | -34.7% | -10.8% |
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