+117.5%
XLK vs AME
+54.6%
+63.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.5% | -8.6% | +8.1% | +4.6% |
| 3M | +5.0% | +5.8% | -0.8% | +2.0% |
| 6M | +32.9% | +3.8% | +29.0% | +29.8% |
| YTD | +29.0% | +14.4% | +14.5% | +19.2% |
| 1Y | +37.8% | +25.8% | +12.1% | +20.5% |
| All | +117.5% | +54.6% | +63.0% | +64.9% |
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