+66.2%
XYZ vs AME
+63.2%
+2.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.6% | -4.1% | +16.7% | +15.0% |
| 30D | +10.8% | -4.1% | +14.9% | +12.8% |
| 3M | +8.4% | -5.6% | +14.0% | +11.1% |
| 6M | +14.3% | +2.8% | +11.5% | +9.6% |
| YTD | +31.5% | +16.6% | +14.9% | +13.4% |
| 1Y | +28.1% | +21.1% | +7.0% | +7.1% |
| 3Y | +66.2% | +61.1% | +5.1% | +13.2% |
| All | +66.2% | +63.2% | +2.9% | +13.2% |
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 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