+10,542.8%
AME vs TD
+8,075.2%
+2,467.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +5.9% | +1.1% | +4.8% | +5.3% |
| 30D | -1.9% | +5.2% | -7.1% | -4.3% |
| 3M | -5.4% | +1.2% | -6.6% | -6.0% |
| 6M | +4.9% | +17.7% | -12.8% | -3.2% |
| YTD | +18.5% | +34.2% | -15.8% | +2.7% |
| 1Y | +25.5% | +55.4% | -30.0% | +1.4% |
| 3Y | +63.0% | +130.4% | -67.4% | +8.0% |
| 5Y | +78.3% | +101.8% | -23.5% | +24.5% |
| 10Y | +447.1% | +301.9% | +145.2% | +178.7% |
| All | +10,542.8% | +8,075.2% | +2,467.7% | +2,401.3% |
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