-80.4%
LYFT vs AME
+206.7%
-287.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | -0.7% |
| 7D | -8.4% | +1.7% | -10.1% | -9.7% |
| 30D | -7.6% | -6.4% | -1.2% | -2.7% |
| 3M | +11.7% | +7.1% | +4.7% | +4.5% |
| 6M | +15.1% | +8.2% | +6.9% | +5.1% |
| YTD | -20.9% | +18.2% | -39.1% | -33.2% |
| 1Y | -16.4% | +26.7% | -43.1% | -34.2% |
| 3Y | +35.2% | +60.7% | -25.5% | -15.8% |
| 5Y | -69.4% | +91.6% | -160.9% | -84.0% |
| All | -80.4% | +206.7% | -287.1% | -93.2% |
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