+455.3%
PL vs AME
+62.2%
+393.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.5% | +7.8% | +7.6% |
| 7D | -6.8% | -5.2% | -1.7% | -0.7% |
| 30D | -29.3% | -8.0% | -21.3% | -22.0% |
| 3M | -44.8% | -8.9% | -35.9% | -38.4% |
| 6M | -68.4% | -5.0% | -63.4% | -66.2% |
| YTD | -36.4% | +11.9% | -48.2% | -44.0% |
| 1Y | +0.7% | +16.6% | -15.9% | -15.0% |
| 3Y | +455.3% | +62.5% | +392.8% | +234.5% |
| All | +455.3% | +62.2% | +393.1% | +234.5% |
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