+75.8%
PR vs AME
+16.4%
+59.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +2.2% |
| 7D | -16.4% | -5.2% | -11.2% | -16.9% |
| 30D | -1.9% | -8.0% | +6.1% | -3.1% |
| 3M | +8.0% | -8.9% | +16.9% | +6.6% |
| 6M | +4.1% | -5.0% | +9.1% | +4.7% |
| YTD | +58.7% | +11.9% | +46.8% | +65.4% |
| 1Y | +75.8% | +16.6% | +59.2% | +83.7% |
| All | +75.8% | +16.4% | +59.4% | +83.7% |
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