+389.7%
TPR vs AME
+465.0%
-75.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | -1.4% |
| 7D | +12.7% | -1.5% | +14.2% | +12.9% |
| 30D | +17.1% | -4.2% | +21.2% | +20.0% |
| 3M | -15.9% | -5.9% | -9.9% | -12.6% |
| 6M | +2.6% | +2.8% | -0.2% | -2.9% |
| YTD | +7.5% | +16.6% | -9.1% | -9.6% |
| 1Y | +32.9% | +22.1% | +10.8% | +6.8% |
| 3Y | +413.8% | +64.7% | +349.2% | +196.7% |
| 5Y | +263.9% | +76.6% | +187.3% | +93.8% |
| 10Y | +389.7% | +443.9% | -54.2% | +23.5% |
| All | +389.7% | +465.0% | -75.3% | +23.5% |
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