+142.0%
W vs AME
+62.2%
+79.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -4.0% |
| 7D | -3.6% | -5.2% | +1.6% | +0.7% |
| 30D | +7.0% | -8.0% | +15.0% | +15.1% |
| 3M | +7.4% | -8.9% | +16.3% | +15.9% |
| 6M | +69.3% | -5.0% | +74.3% | +75.9% |
| YTD | +11.3% | +11.9% | -0.6% | -3.9% |
| 1Y | +13.2% | +16.6% | -3.4% | -6.7% |
| 3Y | +142.0% | +62.5% | +79.5% | +69.5% |
| All | +142.0% | +62.2% | +79.8% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling