-9.8%
T vs AME
+24.0%
-33.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | +2.5% | +5.9% | -3.3% | +3.7% |
| 30D | -3.8% | -1.9% | -1.9% | -4.1% |
| 3M | -8.7% | -5.4% | -3.4% | -9.6% |
| 6M | -8.1% | +4.9% | -13.0% | -7.6% |
| YTD | -6.4% | +18.5% | -24.9% | -6.3% |
| 1Y | -9.8% | +25.5% | -35.2% | -10.4% |
| All | -9.8% | +24.0% | -33.8% | -10.4% |
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