+375.6%
AME vs TRU
+238.0%
+137.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +3.5% |
| 7D | +0.6% | -6.8% | +7.4% | +2.8% |
| 30D | -6.7% | 0.0% | -6.7% | -7.0% |
| 3M | +4.1% | +13.3% | -9.2% | -1.4% |
| 6M | +1.6% | +3.4% | -1.9% | -1.3% |
| YTD | +16.1% | -6.4% | +22.5% | +15.7% |
| 1Y | +27.3% | -9.7% | +37.0% | +27.6% |
| 3Y | +50.9% | +0.1% | +50.7% | +38.0% |
| 5Y | +81.4% | -34.0% | +115.4% | +93.4% |
| 10Y | +417.0% | +147.9% | +269.1% | +246.9% |
| All | +375.6% | +238.0% | +137.6% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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