-18.0%
RMD vs AME
+26.3%
-44.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -2.1% | -8.6% | +6.5% | -0.1% |
| 3M | +13.8% | +5.8% | +8.0% | +10.9% |
| 6M | -10.6% | +3.8% | -14.4% | -12.6% |
| YTD | -8.1% | +14.4% | -22.5% | -12.1% |
| 1Y | -18.0% | +25.8% | -43.7% | -22.4% |
| All | -18.0% | +26.3% | -44.3% | -22.4% |
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