+5,043.4%
AME vs TRI
+584.3%
+4,459.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.9% | -2.9% | +8.8% | +7.1% |
| 30D | -1.9% | +3.7% | -5.6% | -4.9% |
| 3M | -5.4% | +3.7% | -9.1% | -9.4% |
| 6M | +4.9% | +35.1% | -30.2% | -14.1% |
| YTD | +18.5% | -14.0% | +32.5% | +16.6% |
| 1Y | +25.5% | -19.0% | +44.4% | +27.3% |
| 3Y | +63.0% | -12.0% | +75.0% | +52.1% |
| 5Y | +78.3% | +0.6% | +77.7% | +52.9% |
| 10Y | +447.1% | +225.4% | +221.7% | +147.0% |
| All | +5,043.4% | +584.3% | +4,459.1% | +1,212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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