+755.0%
SW vs AME
+1,064.0%
-309.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -4.6% | -6.7% | +2.1% | -3.1% |
| 3M | +9.4% | +4.1% | +5.3% | +8.5% |
| 6M | +3.5% | +1.6% | +1.9% | +3.3% |
| YTD | +22.0% | +16.1% | +5.9% | +18.5% |
| 1Y | +2.2% | +27.3% | -25.1% | -2.6% |
| 3Y | +19.6% | +50.9% | -31.3% | +10.4% |
| 5Y | -2.3% | +81.4% | -83.7% | -13.0% |
| 10Y | +181.4% | +417.0% | -235.6% | +118.4% |
| All | +755.0% | +1,064.0% | -309.0% | +494.4% |
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 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