+87.1%
AME vs TCOM
+23.1%
+64.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | +1.3% | -10.2% | +11.5% | +2.1% |
| 30D | -6.6% | -16.8% | +10.3% | -5.3% |
| 3M | +3.0% | -16.7% | +19.7% | +4.2% |
| 6M | +5.3% | -27.1% | +32.4% | +7.7% |
| YTD | +15.4% | -45.5% | +60.9% | +20.6% |
| 1Y | +26.8% | -45.9% | +72.7% | +32.5% |
| 3Y | +56.5% | +9.8% | +46.8% | +52.3% |
| All | +87.1% | +23.1% | +64.1% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling