+440.7%
AME vs TYL
+183.6%
+257.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +5.9% | +0.8% | +5.0% | +5.7% |
| 30D | -1.9% | +21.1% | -23.0% | -7.0% |
| 3M | -5.4% | +28.9% | -34.3% | -12.2% |
| 6M | +4.9% | +42.0% | -37.1% | -6.3% |
| YTD | +18.5% | -6.6% | +25.0% | +18.6% |
| 1Y | +25.5% | -9.1% | +34.5% | +26.7% |
| 3Y | +63.0% | +1.8% | +61.2% | +55.2% |
| 5Y | +78.3% | -22.9% | +101.2% | +82.1% |
| All | +440.7% | +183.6% | +257.1% | +263.0% |
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