+379.1%
TPR vs AME
+442.8%
-63.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -3.3% |
| 7D | +14.2% | -5.2% | +19.4% | +18.5% |
| 30D | +17.1% | -8.0% | +25.1% | +24.7% |
| 3M | -17.7% | -8.9% | -8.8% | -12.0% |
| 6M | -10.2% | -5.0% | -5.2% | -8.2% |
| YTD | +4.9% | +11.9% | -7.0% | -8.4% |
| 1Y | +36.1% | +16.6% | +19.5% | +14.1% |
| 3Y | +416.5% | +62.5% | +354.0% | +201.2% |
| 5Y | +254.8% | +67.6% | +187.2% | +98.9% |
| All | +379.1% | +442.8% | -63.7% | +26.1% |
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