+68.2%
RMD vs AME
+61.7%
+6.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | -4.1% | +7.2% | +4.0% |
| 30D | +1.8% | -4.1% | +5.9% | +2.7% |
| 3M | +6.7% | -5.6% | +12.3% | +8.0% |
| 6M | +13.9% | +2.8% | +11.0% | +12.0% |
| YTD | -2.0% | +16.6% | -18.6% | -7.4% |
| 1Y | -5.4% | +21.1% | -26.5% | -11.7% |
| All | +68.2% | +61.7% | +6.5% | +43.3% |
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