-75.5%
SMR vs AME
+29.6%
-105.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -18.9% | -19.8% |
| 7D | -11.2% | +1.7% | -13.0% | -13.8% |
| 30D | -10.2% | -6.4% | -3.8% | -2.2% |
| 3M | -10.0% | +7.1% | -17.1% | -19.4% |
| 6M | -30.5% | +8.2% | -38.6% | -38.0% |
| YTD | -39.2% | +18.2% | -57.4% | -51.3% |
| 1Y | -75.5% | +26.7% | -102.3% | -81.5% |
| All | -75.5% | +29.6% | -105.1% | -81.5% |
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