+225.2%
AME vs TENB
+3.0%
+222.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +0.6% | -9.1% | +9.7% | +2.3% |
| 30D | -6.7% | -4.9% | -1.8% | -6.2% |
| 3M | +4.1% | +16.9% | -12.9% | -0.1% |
| 6M | +1.6% | +68.0% | -66.4% | -10.0% |
| YTD | +16.1% | +45.6% | -29.4% | +5.3% |
| 1Y | +27.3% | +12.7% | +14.6% | +21.5% |
| 3Y | +50.9% | -24.4% | +75.3% | +53.3% |
| 5Y | +81.4% | -26.7% | +108.1% | +75.8% |
| All | +225.2% | +3.0% | +222.2% | +146.5% |
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