+131.2%
TLT vs AME
+5,567.8%
-5,436.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.4% |
| 7D | -0.4% | +0.6% | -1.1% | -0.3% |
| 30D | -0.6% | -6.7% | +6.1% | -1.6% |
| 3M | -2.7% | +4.1% | -6.8% | -2.1% |
| 6M | -5.6% | +1.6% | -7.2% | -5.3% |
| YTD | -2.8% | +16.1% | -18.9% | -0.3% |
| 1Y | -1.4% | +27.3% | -28.8% | +2.7% |
| 3Y | -1.6% | +50.9% | -52.4% | +6.0% |
| 5Y | -33.8% | +81.4% | -115.2% | -26.0% |
| 10Y | -21.1% | +417.0% | -438.1% | +11.2% |
| All | +131.2% | +5,567.8% | -5,436.6% | +396.3% |
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