+82.3%
PL vs AME
+82.5%
-0.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.8% |
| 7D | -9.3% | +0.6% | -9.9% | -9.9% |
| 30D | -18.9% | -6.7% | -12.2% | -13.0% |
| 3M | -58.4% | +4.1% | -62.4% | -60.0% |
| 6M | -30.3% | +1.6% | -31.9% | -31.5% |
| YTD | -8.1% | +16.1% | -24.3% | -21.8% |
| 1Y | +180.5% | +27.3% | +153.2% | +117.9% |
| 3Y | +444.1% | +50.9% | +393.3% | +262.3% |
| All | +82.3% | +82.5% | -0.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling