+67.7%
T vs AME
+82.5%
-14.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +11.4% | -6.7% | +18.1% | +12.2% |
| 3M | +14.3% | +4.1% | +10.2% | +13.5% |
| 6M | -9.3% | +1.6% | -10.8% | -9.6% |
| YTD | +7.1% | +16.1% | -9.0% | +4.3% |
| 1Y | -9.1% | +27.3% | -36.4% | -12.9% |
| 3Y | +105.3% | +50.9% | +54.5% | +86.8% |
| All | +67.7% | +82.5% | -14.8% | +36.1% |
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