+443.9%
AME vs TYL
+174.6%
+269.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | -1.5% | +3.5% | -5.0% | -2.5% |
| 30D | -4.2% | +26.9% | -31.1% | -10.2% |
| 3M | -5.9% | +33.8% | -39.8% | -13.7% |
| 6M | +2.8% | +28.8% | -26.0% | -5.5% |
| YTD | +16.6% | -7.9% | +24.4% | +17.1% |
| 1Y | +22.1% | -9.8% | +31.9% | +23.4% |
| 3Y | +64.7% | +1.2% | +63.5% | +57.0% |
| 5Y | +76.6% | -22.8% | +99.4% | +79.9% |
| 10Y | +443.9% | +168.8% | +275.1% | +266.1% |
| All | +443.9% | +174.6% | +269.3% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling