+43.3%
TGT vs AME
+55.9%
-12.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -3.6% | +1.3% | -4.9% | -4.0% |
| 30D | +4.4% | -6.6% | +11.0% | +6.7% |
| 3M | +25.4% | +3.0% | +22.4% | +23.3% |
| 6M | +33.4% | +5.3% | +28.1% | +29.7% |
| YTD | +65.6% | +15.4% | +50.1% | +54.2% |
| 1Y | +80.3% | +26.8% | +53.5% | +60.6% |
| All | +43.3% | +55.9% | -12.6% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling