+17.6%
PM vs AME
+27.5%
-9.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -1.1% |
| 30D | -2.6% | -6.3% | +3.7% | -3.0% |
| 3M | +5.8% | +5.4% | +0.4% | +5.9% |
| 6M | +10.6% | +7.4% | +3.1% | +10.5% |
| YTD | +17.2% | +16.2% | +1.0% | +18.4% |
| 1Y | +17.6% | +26.8% | -9.2% | +20.2% |
| All | +17.6% | +27.5% | -9.9% | +20.2% |
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