+17,734.5%
AME vs TYL
+14,906.9%
+2,827.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.1% |
| 7D | -11.4% | +15.1% | -26.5% | -12.8% |
| 30D | -12.1% | +30.1% | -42.2% | -14.6% |
| 3M | -12.3% | +40.4% | -52.7% | -15.7% |
| 6M | -4.6% | +31.3% | -35.9% | -8.0% |
| YTD | +9.1% | -5.2% | +14.3% | +8.4% |
| 1Y | +13.3% | -6.6% | +19.9% | +12.7% |
| 3Y | +58.2% | +3.4% | +54.8% | +55.2% |
| 5Y | +63.4% | -19.3% | +82.7% | +63.3% |
| 10Y | +436.7% | +178.1% | +258.6% | +375.4% |
| All | +17,734.5% | +14,906.9% | +2,827.6% | +10,796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling