+438.3%
AME vs TYL
+183.3%
+255.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +8.1% | -1.6% | +9.7% | +8.5% |
| 30D | -3.8% | +22.1% | -25.9% | -8.9% |
| 3M | -6.6% | +33.4% | -40.0% | -14.2% |
| 6M | +4.6% | +36.8% | -32.2% | -5.6% |
| YTD | +17.9% | -6.7% | +24.6% | +18.1% |
| 1Y | +23.2% | -9.2% | +32.5% | +24.5% |
| 3Y | +62.9% | +1.2% | +61.8% | +55.5% |
| 5Y | +77.5% | -23.0% | +100.5% | +81.4% |
| All | +438.3% | +183.3% | +255.0% | +261.5% |
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