+53.4%
T vs AME
+66.2%
-12.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | +1.0% | -5.2% | +6.2% | +1.4% |
| 30D | -10.6% | -8.0% | -2.6% | -10.1% |
| 3M | -7.7% | -8.9% | +1.2% | -7.2% |
| 6M | -13.3% | -5.0% | -8.3% | -13.3% |
| YTD | -8.8% | +11.9% | -20.7% | -11.0% |
| 1Y | -8.4% | +16.6% | -25.0% | -11.2% |
| 3Y | +59.6% | +62.5% | -2.8% | +41.2% |
| All | +53.4% | +66.2% | -12.8% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling