+7.3%
PL vs AME
+21.9%
-14.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.2% | +10.3% | +9.7% |
| 7D | +10.9% | -1.5% | +12.4% | +13.2% |
| 30D | -16.4% | -4.2% | -12.2% | -12.1% |
| 3M | -39.9% | -5.9% | -34.0% | -35.6% |
| 6M | -63.2% | +2.8% | -66.0% | -63.6% |
| YTD | -27.1% | +16.6% | -43.7% | -40.7% |
| All | +7.3% | +21.9% | -14.5% | -18.6% |
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