+201.0%
PAAS vs AME
+63.5%
+137.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -7.0% | +8.1% | -15.1% | -10.2% |
| 30D | -15.3% | -3.8% | -11.5% | -14.0% |
| 3M | -27.7% | -6.6% | -21.1% | -25.7% |
| 6M | -40.5% | +4.6% | -45.0% | -41.7% |
| YTD | -26.5% | +17.9% | -44.4% | -30.4% |
| 1Y | -0.8% | +23.2% | -24.0% | -7.3% |
| All | +201.0% | +63.5% | +137.5% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling