+119.6%
RF vs AME
+63.1%
+56.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | -0.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | +7.0% | -4.2% | +11.2% | +9.0% |
| 3M | -7.0% | -5.9% | -1.1% | -4.4% |
| 6M | +6.8% | +2.8% | +4.0% | +3.5% |
| YTD | +9.9% | +16.6% | -6.7% | -2.4% |
| 1Y | +21.1% | +22.1% | -1.0% | +4.3% |
| 3Y | +119.6% | +64.7% | +54.9% | +47.3% |
| All | +119.6% | +63.1% | +56.5% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling