+183.6%
PAAS vs AME
+62.2%
+121.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +0.4% |
| 7D | +8.4% | -5.2% | +13.6% | +10.4% |
| 30D | -7.2% | -8.0% | +0.9% | -4.0% |
| 3M | -14.0% | -8.9% | -5.1% | -10.8% |
| 6M | -26.8% | -5.0% | -21.8% | -25.5% |
| YTD | -19.8% | +11.9% | -31.7% | -22.1% |
| 1Y | +22.8% | +16.6% | +6.2% | +18.0% |
| 3Y | +183.6% | +62.5% | +121.2% | +150.5% |
| All | +183.6% | +62.2% | +121.4% | +150.5% |
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 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