+177.3%
AME vs TXG
+21.5%
+155.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.5% |
| 7D | +2.8% | +9.4% | -6.6% | +1.7% |
| 30D | -6.3% | +26.1% | -32.3% | -9.1% |
| 3M | +5.4% | +124.8% | -119.4% | -5.3% |
| 6M | +7.4% | +215.2% | -207.8% | -8.0% |
| YTD | +16.2% | +302.2% | -286.0% | -3.7% |
| 1Y | +26.8% | +370.9% | -344.1% | +2.1% |
| 3Y | +57.5% | +38.5% | +19.0% | +40.1% |
| 5Y | +84.8% | -64.4% | +149.2% | +83.2% |
| All | +177.3% | +21.5% | +155.8% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling