+743.1%
SW vs AME
+1,062.6%
-319.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +5.1% |
| 7D | +12.1% | -4.4% | +16.5% | +13.1% |
| 30D | +6.6% | -5.9% | +12.4% | +7.8% |
| 3M | -6.0% | -6.5% | +0.5% | -4.8% |
| 6M | +21.5% | +3.2% | +18.3% | +20.6% |
| YTD | +20.3% | +16.0% | +4.3% | +16.7% |
| 1Y | +28.1% | +20.4% | +7.7% | +23.4% |
| 3Y | +51.6% | +68.2% | -16.6% | +37.2% |
| 5Y | -0.1% | +74.4% | -74.6% | -10.7% |
| 10Y | +189.7% | +470.6% | -280.9% | +122.9% |
| All | +743.1% | +1,062.6% | -319.6% | +485.0% |
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 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