+105.9%
T vs AME
+54.4%
+51.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -1.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +11.4% | -6.7% | +18.1% | +11.3% |
| 3M | +14.3% | +4.1% | +10.2% | +14.2% |
| 6M | -9.3% | +1.6% | -10.8% | -9.2% |
| YTD | +7.1% | +16.1% | -9.0% | +6.5% |
| 1Y | -9.1% | +27.3% | -36.4% | -9.9% |
| All | +105.9% | +54.4% | +51.5% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling