+86.2%
SU vs AME
+21.1%
+65.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -5.2% |
| 7D | -7.1% | -4.4% | -2.6% | -7.7% |
| 30D | +4.8% | -5.9% | +10.6% | +3.8% |
| 3M | +12.5% | -6.5% | +19.0% | +11.3% |
| 6M | +6.5% | +3.2% | +3.3% | +8.0% |
| YTD | +65.8% | +16.0% | +49.8% | +69.2% |
| 1Y | +86.2% | +20.4% | +65.7% | +90.4% |
| All | +86.2% | +21.1% | +65.1% | +90.4% |
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