-63.9%
XYZ vs AME
+66.2%
-130.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | -0.8% |
| 7D | +12.1% | -5.2% | +17.3% | +16.8% |
| 30D | +12.4% | -8.0% | +20.4% | +20.2% |
| 3M | +8.2% | -8.9% | +17.1% | +16.1% |
| 6M | +20.7% | -5.0% | +25.7% | +22.6% |
| YTD | +31.3% | +11.9% | +19.4% | +9.3% |
| 1Y | +20.5% | +16.6% | +3.9% | -4.6% |
| 3Y | +72.6% | +62.5% | +10.1% | -18.0% |
| All | -63.9% | +66.2% | -130.1% | -85.7% |
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