+76.6%
AME vs TYL
-22.0%
+98.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.1% | +4.3% | -8.4% | -4.9% |
| 30D | -4.1% | +28.0% | -32.1% | -8.7% |
| 3M | -5.6% | +32.3% | -38.0% | -11.2% |
| 6M | +2.8% | +29.9% | -27.1% | -3.5% |
| YTD | +16.6% | -7.1% | +23.7% | +18.7% |
| 1Y | +21.1% | -9.2% | +30.3% | +24.1% |
| 3Y | +61.1% | +0.7% | +60.4% | +56.7% |
| 5Y | +76.6% | -21.1% | +97.6% | +78.6% |
| All | +76.6% | -22.0% | +98.6% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling