+99.6%
PSX vs AME
+29.8%
+69.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.4% |
| 7D | +4.5% | +0.6% | +3.9% | +4.7% |
| 30D | +26.6% | -6.7% | +33.3% | +25.2% |
| 3M | +39.3% | +4.1% | +35.2% | +40.3% |
| 6M | +56.8% | +1.6% | +55.2% | +59.7% |
| YTD | +101.8% | +16.1% | +85.7% | +102.0% |
| 1Y | +99.6% | +27.3% | +72.3% | +95.1% |
| All | +99.6% | +29.8% | +69.8% | +95.1% |
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