+47.9%
SO vs AME
+62.2%
-14.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.1% |
| 7D | -1.5% | -5.2% | +3.7% | -1.5% |
| 30D | +8.1% | -8.0% | +16.1% | +8.0% |
| 3M | +0.2% | -8.9% | +9.1% | +0.2% |
| 6M | +0.4% | -5.0% | +5.4% | +0.3% |
| YTD | +8.5% | +11.9% | -3.4% | +8.2% |
| 1Y | +4.9% | +16.6% | -11.7% | +4.6% |
| 3Y | +47.9% | +62.5% | -14.6% | +41.6% |
| All | +47.9% | +62.2% | -14.3% | +41.6% |
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