-12.3%
TLT vs AME
+438.4%
-450.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.7% |
| 30D | +3.7% | -4.1% | +7.9% | +3.3% |
| 3M | -0.7% | -5.6% | +5.0% | -1.2% |
| 6M | -4.2% | +2.8% | -7.0% | -3.7% |
| YTD | -4.0% | +16.6% | -20.6% | -1.9% |
| 1Y | -5.8% | +21.1% | -26.9% | -3.4% |
| 3Y | +4.1% | +61.1% | -57.0% | +11.8% |
| 5Y | -34.8% | +76.6% | -111.4% | -28.7% |
| 10Y | -12.3% | +431.3% | -443.7% | +28.0% |
| All | -12.3% | +438.4% | -450.7% | +28.0% |
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