+78.5%
AME vs TW
+41.3%
+37.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | +1.1% | +2.8% | -1.7% | +0.7% |
| 30D | -4.1% | +18.1% | -22.1% | -6.6% |
| 3M | -6.3% | +25.2% | -31.6% | -9.8% |
| 6M | +3.5% | +19.1% | -15.6% | +0.3% |
| YTD | +17.3% | +21.9% | -4.6% | +12.3% |
| 1Y | +22.0% | +18.9% | +3.1% | +17.5% |
| 3Y | +62.0% | +41.7% | +20.3% | +44.1% |
| 5Y | +78.5% | +40.4% | +38.1% | +53.6% |
| All | +78.5% | +41.3% | +37.2% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling