+291.3%
IR vs AME
+323.7%
-32.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | 0.0% |
| 7D | -2.8% | +0.6% | -3.4% | -3.3% |
| 30D | -15.1% | -6.7% | -8.4% | -9.9% |
| 3M | +6.1% | +4.1% | +2.0% | +2.2% |
| 6M | -16.8% | +1.6% | -18.4% | -18.0% |
| YTD | -3.5% | +16.1% | -19.7% | -15.3% |
| 1Y | -3.5% | +27.3% | -30.8% | -22.2% |
| 3Y | +9.5% | +50.9% | -41.4% | -24.5% |
| 5Y | +45.1% | +81.4% | -36.3% | -14.5% |
| All | +291.3% | +323.7% | -32.4% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling