+63.0%
AME vs TCOM
+26.7%
+36.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | +5.9% | -1.8% | +7.7% | +6.0% |
| 30D | -1.9% | +12.1% | -14.0% | -2.6% |
| 3M | -5.4% | -3.2% | -2.2% | -5.2% |
| 6M | +4.9% | -16.6% | +21.6% | +6.3% |
| YTD | +18.5% | -39.4% | +57.9% | +22.6% |
| 1Y | +25.5% | -41.5% | +67.0% | +30.1% |
| 3Y | +63.0% | +24.4% | +38.7% | +60.2% |
| All | +63.0% | +26.7% | +36.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling