+112.5%
NET vs AME
+82.5%
+30.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -3.4% |
| 7D | -7.0% | +0.6% | -7.6% | -7.5% |
| 30D | -4.8% | -6.7% | +1.9% | +1.7% |
| 3M | +3.8% | +4.1% | -0.2% | -0.9% |
| 6M | +50.0% | +1.6% | +48.5% | +44.0% |
| YTD | +41.5% | +16.1% | +25.3% | +16.2% |
| 1Y | +32.8% | +27.3% | +5.5% | -2.3% |
| 3Y | +335.9% | +50.9% | +285.0% | +147.9% |
| All | +112.5% | +82.5% | +30.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling