+31.7%
SPGI vs AME
+62.2%
-30.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | +0.3% | -5.2% | +5.4% | +1.3% |
| 30D | +18.4% | -8.0% | +26.4% | +20.4% |
| 3M | +15.7% | -8.9% | +24.6% | +17.8% |
| 6M | +17.3% | -5.0% | +22.3% | +17.7% |
| YTD | -4.7% | +11.9% | -16.6% | -10.7% |
| 1Y | +1.8% | +16.6% | -14.8% | -6.3% |
| 3Y | +31.7% | +62.5% | -30.8% | +3.8% |
| All | +31.7% | +62.2% | -30.5% | +3.8% |
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