+202.8%
AME vs TW
+301.3%
-98.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +5.9% | +3.9% | +2.0% | +4.9% |
| 30D | -1.9% | +19.9% | -21.8% | -6.4% |
| 3M | -5.4% | +25.9% | -31.3% | -11.0% |
| 6M | +4.9% | +21.1% | -16.2% | -1.0% |
| YTD | +18.5% | +23.9% | -5.4% | +10.2% |
| 1Y | +25.5% | +21.2% | +4.2% | +17.4% |
| 3Y | +63.0% | +44.8% | +18.2% | +39.6% |
| 5Y | +78.3% | +41.4% | +36.9% | +50.6% |
| All | +202.8% | +301.3% | -98.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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