+322.4%
NET vs AME
+68.2%
+254.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | +0.1% |
| 7D | -16.4% | -4.4% | -11.9% | -14.0% |
| 30D | -25.8% | -5.9% | -20.0% | -23.1% |
| 3M | -11.5% | -6.5% | -5.0% | -8.0% |
| 6M | +18.9% | +3.2% | +15.7% | +16.3% |
| YTD | +35.2% | +16.0% | +19.2% | +19.3% |
| 1Y | +14.5% | +20.4% | -6.0% | -2.0% |
| All | +322.4% | +68.2% | +254.2% | +149.5% |
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