-24.7%
U vs AME
+133.0%
-157.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +3.5% |
| 7D | +36.6% | -5.2% | +41.7% | +41.0% |
| 30D | +13.3% | -8.0% | +21.3% | +20.1% |
| 3M | +26.2% | -8.9% | +35.1% | +34.3% |
| 6M | +88.7% | -5.0% | +93.7% | +91.9% |
| YTD | +16.6% | +11.9% | +4.7% | 0.0% |
| 1Y | +29.0% | +16.6% | +12.3% | +6.3% |
| 3Y | +99.5% | +62.5% | +37.0% | +17.2% |
| 5Y | -66.1% | +67.6% | -133.7% | -81.9% |
| All | -24.7% | +133.0% | -157.6% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling