+58.0%
AME vs TRGP
+265.3%
-207.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | -6.3% | +14.6% | -20.8% | -8.7% |
| 3M | +5.4% | +11.9% | -6.6% | +2.8% |
| 6M | +7.4% | +25.3% | -17.8% | +1.7% |
| YTD | +16.2% | +61.9% | -45.7% | +3.2% |
| 1Y | +26.8% | +87.3% | -60.5% | +8.1% |
| All | +58.0% | +265.3% | -207.4% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling