+9,787.2%
AME vs TDY
+6,954.6%
+2,832.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +1.3% | -1.8% | +3.2% | +1.9% |
| 30D | -6.6% | -13.8% | +7.2% | -2.3% |
| 3M | +3.0% | -3.9% | +6.9% | +4.2% |
| 6M | +5.3% | -9.0% | +14.3% | +8.3% |
| YTD | +15.4% | +16.5% | -1.1% | +10.1% |
| 1Y | +26.8% | +9.3% | +17.6% | +23.2% |
| 3Y | +56.5% | +45.1% | +11.4% | +39.3% |
| 5Y | +85.2% | +35.0% | +50.3% | +67.7% |
| 10Y | +428.5% | +469.0% | -40.5% | +227.6% |
| All | +9,787.2% | +6,954.6% | +2,832.6% | +4,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling