+131.3%
TLT vs AME
+5,360.0%
-5,228.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | +0.4% |
| 7D | +0.1% | -5.2% | +5.3% | -0.6% |
| 30D | +6.2% | -8.0% | +14.2% | +5.0% |
| 3M | +0.1% | -8.9% | +9.0% | -1.2% |
| 6M | -3.0% | -5.0% | +2.0% | -3.5% |
| YTD | -2.7% | +11.9% | -14.6% | -0.7% |
| 1Y | -4.8% | +16.6% | -21.5% | -2.2% |
| 3Y | +6.9% | +62.5% | -55.6% | +16.9% |
| 5Y | -34.5% | +67.6% | -102.0% | -27.6% |
| 10Y | -17.3% | +450.4% | -467.7% | +18.1% |
| All | +131.3% | +5,360.0% | -5,228.7% | +394.4% |
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