+122.9%
MAR vs AME
+63.2%
+59.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | +2.9% | -4.1% | +7.0% | +4.8% |
| 30D | +17.0% | -4.1% | +21.2% | +19.1% |
| 3M | +23.2% | -5.6% | +28.8% | +26.2% |
| 6M | +21.7% | +2.8% | +18.9% | +18.1% |
| YTD | +38.9% | +16.6% | +22.3% | +24.5% |
| 1Y | +48.7% | +21.1% | +27.6% | +30.3% |
| 3Y | +122.9% | +61.1% | +61.8% | +57.9% |
| All | +122.9% | +63.2% | +59.7% | +57.9% |
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