+29.7%
PM vs AME
+22.0%
+7.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -7.1% | +1.1% | -8.2% | -6.9% |
| 30D | -2.8% | -4.1% | +1.3% | -3.1% |
| 3M | +6.3% | -6.3% | +12.7% | +6.0% |
| 6M | +9.6% | +3.5% | +6.1% | +9.8% |
| YTD | +25.6% | +17.3% | +8.3% | +25.3% |
| 1Y | +29.7% | +22.0% | +7.6% | +29.1% |
| All | +29.7% | +22.0% | +7.6% | +29.1% |
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 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