-63.1%
W vs AME
+82.5%
-145.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +0.5% |
| 7D | -4.2% | +0.6% | -4.8% | -4.9% |
| 30D | -7.6% | -6.7% | -0.9% | +1.3% |
| 3M | +37.2% | +4.1% | +33.1% | +30.8% |
| 6M | +26.3% | +1.6% | +24.7% | +22.6% |
| YTD | -1.0% | +16.1% | -17.1% | -20.4% |
| 1Y | +20.1% | +27.3% | -7.2% | -16.8% |
| 3Y | +37.8% | +50.9% | -13.1% | -27.5% |
| All | -63.1% | +82.5% | -145.6% | -87.2% |
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