+25.8%
AME vs TW
-14.0%
+39.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | 0.0% | -2.7% | +2.7% | -0.2% |
| 30D | -8.6% | -1.7% | -6.9% | -8.7% |
| 3M | +5.8% | +1.6% | +4.2% | +5.8% |
| 6M | +3.8% | -17.7% | +21.5% | +4.4% |
| YTD | +14.4% | -4.3% | +18.8% | +14.2% |
| 1Y | +25.8% | -13.1% | +38.9% | +25.8% |
| All | +25.8% | -14.0% | +39.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling