-69.4%
PL vs AME
-4.0%
-65.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.9% | -4.2% | -2.7% |
| 7D | -20.5% | -11.4% | -9.1% | -7.4% |
| 30D | -38.8% | -12.1% | -26.7% | -28.0% |
| 3M | -49.1% | -12.3% | -36.8% | -39.4% |
| 6M | -69.4% | -4.6% | -64.7% | -67.1% |
| All | -69.4% | -4.0% | -65.3% | -67.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling