-0.3%
SPOT vs AME
+21.1%
-21.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +2.8% |
| 7D | +16.6% | -4.4% | +21.0% | +14.7% |
| 30D | +29.9% | -5.9% | +35.8% | +27.6% |
| 3M | +31.3% | -6.5% | +37.8% | +29.3% |
| 6M | +43.2% | +3.2% | +40.0% | +42.0% |
| YTD | +8.1% | +16.0% | -7.9% | +8.2% |
| 1Y | -0.3% | +20.4% | -20.7% | -1.0% |
| All | -0.3% | +21.1% | -21.4% | -1.0% |
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