+238.6%
P vs AME
+66.2%
+172.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +1.3% |
| 7D | -23.8% | -5.2% | -18.6% | -19.6% |
| 30D | -36.6% | -8.0% | -28.6% | -31.1% |
| 3M | +10.9% | -8.9% | +19.8% | +21.8% |
| 6M | +30.0% | -5.0% | +35.0% | +38.5% |
| YTD | +44.4% | +11.9% | +32.5% | +34.0% |
| 1Y | +3.9% | +16.6% | -12.7% | -6.9% |
| 3Y | +176.6% | +62.5% | +114.1% | +86.6% |
| All | +238.6% | +66.2% | +172.4% | +116.5% |
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 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