-25.1%
TGT vs AME
+89.9%
-115.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -1.6% |
| 7D | -5.2% | +1.7% | -7.0% | -6.1% |
| 30D | +1.2% | -6.4% | +7.6% | +4.5% |
| 3M | +18.4% | +7.1% | +11.3% | +13.3% |
| 6M | +33.4% | +8.2% | +25.3% | +26.4% |
| YTD | +63.8% | +18.2% | +45.6% | +46.6% |
| 1Y | +77.2% | +26.7% | +50.4% | +51.4% |
| 3Y | +41.8% | +60.7% | -18.9% | +0.7% |
| All | -25.1% | +89.9% | -115.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling