+25.8%
AME vs TCOM
-46.8%
+72.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | 0.0% | -6.5% | +6.5% | +0.2% |
| 30D | -8.6% | -16.2% | +7.6% | -8.1% |
| 3M | +5.8% | -19.3% | +25.1% | +6.8% |
| 6M | +3.8% | -27.2% | +31.1% | +5.9% |
| YTD | +14.4% | -46.2% | +60.6% | +18.1% |
| 1Y | +25.8% | -46.6% | +72.4% | +29.7% |
| All | +25.8% | -46.8% | +72.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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