+19.3%
TPR vs AME
+21.1%
-1.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.2% | +6.3% |
| 7D | +12.6% | -4.4% | +17.1% | +15.5% |
| 30D | +7.1% | -5.9% | +13.0% | +10.8% |
| 3M | -19.4% | -6.5% | -12.8% | -16.1% |
| 6M | -9.7% | +3.2% | -12.9% | -13.4% |
| YTD | -1.0% | +16.0% | -17.0% | -12.8% |
| 1Y | +19.3% | +20.4% | -1.1% | +3.0% |
| All | +19.3% | +21.1% | -1.8% | +3.0% |
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 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