-30.3%
PL vs AME
+0.9%
-31.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.6% |
| 7D | -9.3% | +0.6% | -9.9% | -9.8% |
| 30D | -18.9% | -6.7% | -12.2% | -13.8% |
| 3M | -58.4% | +4.1% | -62.4% | -59.4% |
| 6M | -30.3% | +1.6% | -31.9% | -30.1% |
| All | -30.3% | +0.9% | -31.2% | -30.1% |
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