-7.4%
T vs AME
+21.9%
-29.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -4.1% | +6.7% | +1.7% |
| 30D | -1.1% | -4.1% | +3.0% | -1.8% |
| 3M | -7.7% | -5.6% | -2.1% | -8.7% |
| 6M | -10.6% | +2.8% | -13.5% | -10.3% |
| YTD | -7.5% | +16.6% | -24.1% | -7.0% |
| 1Y | -7.4% | +21.1% | -28.5% | -7.2% |
| All | -7.4% | +21.9% | -29.3% | -7.2% |
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