+6,242.0%
TGT vs AME
+18,709.1%
-12,467.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +0.8% | +0.6% | +0.1% | +0.5% |
| 30D | +12.2% | -6.7% | +18.9% | +14.7% |
| 3M | +33.8% | +4.1% | +29.7% | +31.5% |
| 6M | +39.3% | +1.6% | +37.7% | +37.7% |
| YTD | +72.9% | +16.1% | +56.7% | +62.9% |
| 1Y | +84.6% | +27.3% | +57.2% | +68.2% |
| 3Y | +46.2% | +50.9% | -4.6% | +25.0% |
| 5Y | -21.3% | +81.4% | -102.7% | -36.7% |
| 10Y | +213.5% | +417.0% | -203.4% | +76.3% |
| All | +6,242.0% | +18,709.1% | -12,467.1% | +1,434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling