+399.5%
TPR vs AME
+62.6%
+336.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +6.4% | +1.1% | +5.3% | +5.3% |
| 30D | +13.8% | -4.1% | +17.8% | +15.9% |
| 3M | -16.6% | -6.3% | -10.3% | -13.8% |
| 6M | +0.7% | +3.5% | -2.9% | -3.5% |
| YTD | +5.3% | +17.3% | -11.9% | -6.8% |
| 1Y | +32.4% | +22.0% | +10.3% | +14.1% |
| All | +399.5% | +62.6% | +336.9% | +257.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling