+91.1%
AME vs TDY
+39.0%
+52.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.0% | +2.6% |
| 7D | +1.7% | -1.1% | +2.9% | +2.4% |
| 30D | -6.4% | -12.0% | +5.6% | +0.1% |
| 3M | +7.1% | -3.2% | +10.3% | +8.9% |
| 6M | +8.2% | -7.9% | +16.0% | +12.7% |
| YTD | +18.2% | +18.2% | 0.0% | +7.7% |
| 1Y | +26.7% | +6.7% | +20.1% | +21.6% |
| 3Y | +60.7% | +47.5% | +13.2% | +28.3% |
| All | +91.1% | +39.0% | +52.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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