+130.7%
WFC vs AME
+55.3%
+75.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +1.1% | +2.8% | -1.7% | -0.4% |
| 30D | +0.8% | -6.3% | +7.1% | +4.3% |
| 3M | +9.3% | +5.4% | +3.9% | +5.6% |
| 6M | +10.6% | +7.4% | +3.2% | +5.4% |
| YTD | -4.1% | +16.2% | -20.2% | -12.9% |
| 1Y | +13.6% | +26.8% | -13.2% | -2.5% |
| 3Y | +130.7% | +57.5% | +73.2% | +75.4% |
| All | +130.7% | +55.3% | +75.5% | +75.4% |
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 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