+203.4%
TGT vs AME
+427.9%
-224.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -5.0% | 0.0% | -5.1% | -5.1% |
| 30D | +3.0% | -8.6% | +11.7% | +7.2% |
| 3M | +22.6% | +5.8% | +16.8% | +18.8% |
| 6M | +31.2% | +3.8% | +27.4% | +27.8% |
| YTD | +63.7% | +14.4% | +49.3% | +51.7% |
| 1Y | +78.5% | +25.8% | +52.7% | +57.6% |
| 3Y | +40.5% | +55.2% | -14.6% | +10.7% |
| 5Y | -25.6% | +85.5% | -111.1% | -46.4% |
| All | +203.4% | +427.9% | -224.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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