+889.4%
AME vs TRGP
+2,231.3%
-1,341.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -6.7% | +11.5% | -18.2% | -9.1% |
| 3M | +4.1% | +9.0% | -4.9% | +1.7% |
| 6M | +1.6% | +20.5% | -18.9% | -3.2% |
| YTD | +16.1% | +59.5% | -43.4% | +3.9% |
| 1Y | +27.3% | +77.9% | -50.6% | +10.8% |
| 3Y | +50.9% | +253.6% | -202.7% | +11.5% |
| 5Y | +81.4% | +615.5% | -534.1% | +13.0% |
| 10Y | +417.0% | +897.1% | -480.1% | +158.3% |
| All | +889.4% | +2,231.3% | -1,341.9% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling