+3.9%
P vs AME
+16.4%
-12.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +0.7% |
| 7D | -23.8% | -5.2% | -18.6% | -18.7% |
| 30D | -36.6% | -8.0% | -28.6% | -29.9% |
| 3M | +10.9% | -8.9% | +19.8% | +23.5% |
| 6M | +30.0% | -5.0% | +35.0% | +39.4% |
| YTD | +44.4% | +11.9% | +32.5% | +32.3% |
| 1Y | +3.9% | +16.6% | -12.7% | -8.3% |
| All | +3.9% | +16.4% | -12.5% | -8.3% |
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