+5.3%
WMT vs AME
+29.6%
-24.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -1.9% | +1.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -7.4% | -6.4% | -1.0% | -7.1% |
| 3M | -10.9% | +7.1% | -17.9% | -11.3% |
| 6M | -12.7% | +8.2% | -20.8% | -13.6% |
| YTD | -3.2% | +18.2% | -21.4% | -4.0% |
| 1Y | +5.3% | +26.7% | -21.5% | +2.6% |
| All | +5.3% | +29.6% | -24.3% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling