+85.2%
AME vs TW
+20.0%
+65.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -6.6% | -0.6% | -6.0% | -6.5% |
| 3M | +3.0% | +3.4% | -0.4% | +1.8% |
| 6M | +5.3% | -18.4% | +23.8% | +9.3% |
| YTD | +15.4% | -3.9% | +19.3% | +15.1% |
| 1Y | +26.8% | -13.3% | +40.1% | +29.4% |
| 3Y | +56.5% | +20.8% | +35.7% | +40.7% |
| 5Y | +85.2% | +20.3% | +65.0% | +60.3% |
| All | +85.2% | +20.0% | +65.2% | +60.3% |
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