+10,436.5%
AME vs TD
+8,109.5%
+2,327.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.4% |
| 7D | +1.1% | -3.1% | +4.2% | +2.7% |
| 30D | -4.1% | +6.7% | -10.8% | -7.0% |
| 3M | -6.3% | +3.1% | -9.5% | -7.8% |
| 6M | +3.5% | +17.6% | -14.1% | -4.4% |
| YTD | +17.3% | +34.8% | -17.5% | +1.5% |
| 1Y | +22.0% | +55.6% | -33.6% | -1.4% |
| 3Y | +62.0% | +133.1% | -71.1% | +6.7% |
| 5Y | +78.5% | +104.7% | -26.2% | +23.8% |
| 10Y | +441.6% | +303.6% | +138.1% | +175.4% |
| All | +10,436.5% | +8,109.5% | +2,327.0% | +2,371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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