-5.8%
LVS vs AME
+55.9%
-61.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -4.7% | -6.6% | +1.9% | -2.3% |
| 3M | -15.6% | +3.0% | -18.5% | -17.2% |
| 6M | -18.6% | +5.3% | -23.9% | -21.4% |
| YTD | -32.3% | +15.4% | -47.7% | -37.6% |
| 1Y | -18.0% | +26.8% | -44.8% | -28.1% |
| All | -5.8% | +55.9% | -61.8% | -27.1% |
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