-16.1%
SPGI vs AME
+27.5%
-43.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -2.5% |
| 30D | +5.4% | -6.3% | +11.7% | +5.7% |
| 3M | +9.0% | +5.4% | +3.7% | +8.0% |
| 6M | +0.8% | +7.4% | -6.7% | -1.1% |
| YTD | -12.6% | +16.2% | -28.7% | -16.7% |
| 1Y | -16.1% | +26.8% | -42.9% | -23.5% |
| All | -16.1% | +27.5% | -43.6% | -23.5% |
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