+3,880.4%
AME vs TCOM
+2,694.8%
+1,185.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +0.6% | -9.5% | +10.1% | +2.3% |
| 30D | -6.7% | -10.7% | +4.0% | -5.0% |
| 3M | +4.1% | -14.6% | +18.7% | +6.3% |
| 6M | +1.6% | -19.3% | +20.9% | +4.7% |
| YTD | +16.1% | -42.9% | +59.1% | +26.2% |
| 1Y | +27.3% | -43.8% | +71.1% | +38.5% |
| 3Y | +50.9% | +2.1% | +48.8% | +43.6% |
| 5Y | +81.4% | +31.2% | +50.2% | +55.8% |
| 10Y | +417.0% | -13.9% | +430.9% | +353.7% |
| All | +3,880.4% | +2,694.8% | +1,185.7% | +1,805.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling