+57.0%
AME vs TXG
+41.0%
+15.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | +1.3% | +9.1% | -7.8% | +0.4% |
| 30D | -6.6% | +14.9% | -21.5% | -8.1% |
| 3M | +3.0% | +120.0% | -117.0% | -6.4% |
| 6M | +5.3% | +221.8% | -216.5% | -8.7% |
| YTD | +15.4% | +312.6% | -297.1% | -2.9% |
| 1Y | +26.8% | +398.4% | -371.6% | +3.7% |
| All | +57.0% | +41.0% | +15.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling