+231.7%
AME vs TENB
+22.6%
+209.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +5.9% | -3.3% | +9.1% | +6.4% |
| 30D | -1.9% | +6.9% | -8.8% | -3.3% |
| 3M | -5.4% | +1.8% | -7.2% | -6.7% |
| 6M | +4.9% | +98.1% | -93.1% | -9.7% |
| YTD | +18.5% | +73.2% | -54.8% | +3.4% |
| 1Y | +25.5% | +50.7% | -25.2% | +12.6% |
| 3Y | +63.0% | +9.3% | +53.7% | +54.2% |
| 5Y | +78.3% | -25.1% | +103.4% | +72.8% |
| All | +231.7% | +22.6% | +209.1% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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