+196.9%
AME vs TW
+221.1%
-24.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | -6.7% | +3.9% | -10.6% | -7.7% |
| 3M | +4.1% | +5.7% | -1.6% | +1.8% |
| 6M | +1.6% | -14.5% | +16.1% | +5.1% |
| YTD | +16.1% | -0.9% | +17.0% | +14.7% |
| 1Y | +27.3% | -13.5% | +40.8% | +30.7% |
| 3Y | +50.9% | +25.0% | +25.9% | +33.3% |
| 5Y | +81.4% | +22.7% | +58.7% | +57.7% |
| All | +196.9% | +221.1% | -24.2% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling