+248.2%
PAAS vs AME
+50.7%
+197.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +6.8% | -6.7% | +13.5% | +9.8% |
| 3M | -2.9% | +4.1% | -7.0% | -4.5% |
| 6M | -16.4% | +1.6% | -18.0% | -17.3% |
| YTD | 0.0% | +16.1% | -16.1% | -4.0% |
| 1Y | +54.3% | +27.3% | +27.0% | +44.5% |
| All | +248.2% | +50.7% | +197.5% | +219.0% |
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