+21.7%
P vs AME
+22.0%
-0.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +3.8% |
| 7D | -4.7% | +1.1% | -5.8% | -5.1% |
| 30D | -31.4% | -4.1% | -27.3% | -27.7% |
| 3M | -2.6% | -6.3% | +3.7% | +4.5% |
| 6M | +21.9% | +3.5% | +18.4% | +21.9% |
| YTD | +58.9% | +17.3% | +41.7% | +40.1% |
| 1Y | +21.7% | +22.0% | -0.3% | +4.4% |
| All | +21.7% | +22.0% | -0.3% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling