+10.7%
O vs AME
+66.2%
-55.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | +3.7% | -5.2% | +8.9% | +4.7% |
| 30D | +11.2% | -8.0% | +19.2% | +12.9% |
| 3M | -4.0% | -8.9% | +4.9% | -2.4% |
| 6M | -5.2% | -5.0% | -0.3% | -4.8% |
| YTD | +9.5% | +11.9% | -2.4% | +5.4% |
| 1Y | +10.6% | +16.6% | -6.0% | +5.3% |
| 3Y | +38.1% | +62.5% | -24.4% | +13.3% |
| All | +10.7% | +66.2% | -55.6% | -13.2% |
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 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