-42.9%
TER vs AME
-4.0%
-38.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | -3.1% |
| 7D | -20.5% | -5.2% | -15.3% | -10.0% |
| 30D | -47.0% | -8.0% | -39.0% | -35.7% |
| 3M | -43.3% | -8.9% | -34.4% | -28.3% |
| 6M | -42.9% | -5.0% | -37.9% | -33.7% |
| All | -42.9% | -4.0% | -38.9% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling