+441.6%
AME vs TYL
+185.3%
+256.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | -4.1% | +25.2% | -29.3% | -9.8% |
| 3M | -6.3% | +31.8% | -38.1% | -13.6% |
| 6M | +3.5% | +36.3% | -32.7% | -6.4% |
| YTD | +17.3% | -6.3% | +23.5% | +17.3% |
| 1Y | +22.0% | -9.5% | +31.5% | +23.4% |
| 3Y | +62.0% | +1.6% | +60.4% | +54.4% |
| 5Y | +78.5% | -21.8% | +100.2% | +81.4% |
| 10Y | +441.6% | +183.3% | +258.3% | +262.8% |
| All | +441.6% | +185.3% | +256.4% | +262.8% |
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