+264.0%
SPOT vs AME
+235.5%
+28.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | -0.9% | +0.6% | -1.6% | -1.2% |
| 30D | +12.5% | -6.7% | +19.2% | +15.7% |
| 3M | +9.9% | +4.1% | +5.8% | +6.8% |
| 6M | +1.6% | +1.6% | 0.0% | -0.7% |
| YTD | -6.6% | +16.1% | -22.7% | -14.6% |
| 1Y | -22.9% | +27.3% | -50.3% | -33.0% |
| 3Y | +244.3% | +50.9% | +193.4% | +168.7% |
| 5Y | +117.8% | +81.4% | +36.4% | +53.1% |
| All | +264.0% | +235.5% | +28.5% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling