-5.8%
TLT vs AME
+21.9%
-27.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.1% |
| 30D | +3.7% | -4.1% | +7.9% | +3.9% |
| 3M | -0.7% | -5.6% | +5.0% | -0.4% |
| 6M | -4.2% | +2.8% | -7.0% | -4.9% |
| YTD | -4.0% | +16.6% | -20.6% | -6.5% |
| 1Y | -5.8% | +21.1% | -26.9% | -8.8% |
| All | -5.8% | +21.9% | -27.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling