-69.4%
U vs AME
+82.5%
-151.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.5% |
| 7D | -3.8% | +0.6% | -4.4% | -4.4% |
| 30D | +17.5% | -6.7% | +24.1% | +25.3% |
| 3M | +38.7% | +4.1% | +34.7% | +31.3% |
| 6M | +104.4% | +1.6% | +102.8% | +95.2% |
| YTD | -5.7% | +16.1% | -21.8% | -23.3% |
| 1Y | +3.7% | +27.3% | -23.6% | -24.7% |
| 3Y | +12.3% | +50.9% | -38.5% | -36.0% |
| All | -69.4% | +82.5% | -151.9% | -87.4% |
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