-13.6%
SKDD vs AME
+0.8%
-14.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.6% | +15.0% | -2.4% |
| 7D | +28.7% | -4.4% | +33.1% | +15.6% |
| 30D | +54.1% | -5.9% | +59.9% | +37.4% |
| 3M | -22.7% | -6.5% | -16.2% | -34.1% |
| All | -13.6% | +0.8% | -14.5% | +18.1% |
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 · Available span rolling