+440.7%
AME vs TRGP
+822.5%
-381.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +5.9% | +12.4% | -6.5% | +3.2% |
| 30D | -1.9% | +2.6% | -4.5% | -2.6% |
| 3M | -5.4% | +11.9% | -17.2% | -8.0% |
| 6M | +4.9% | +13.9% | -9.0% | +1.2% |
| YTD | +18.5% | +64.2% | -45.7% | +4.9% |
| 1Y | +25.5% | +78.5% | -53.0% | +8.9% |
| 3Y | +63.0% | +272.9% | -209.9% | +18.3% |
| 5Y | +78.3% | +510.7% | -432.4% | +13.9% |
| All | +440.7% | +822.5% | -381.8% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling