+59.6%
T vs AME
+62.2%
-2.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.7% |
| 7D | +1.0% | -5.2% | +6.2% | +0.7% |
| 30D | -10.6% | -8.0% | -2.6% | -11.0% |
| 3M | -7.7% | -8.9% | +1.2% | -8.1% |
| 6M | -13.3% | -5.0% | -8.3% | -13.5% |
| YTD | -8.8% | +11.9% | -20.7% | -9.3% |
| 1Y | -8.4% | +16.6% | -25.0% | -9.1% |
| 3Y | +59.6% | +62.5% | -2.8% | +59.2% |
| All | +59.6% | +62.2% | -2.6% | +59.2% |
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 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