+396.0%
TPR vs AME
+64.2%
+331.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -0.3% | +5.9% | -6.2% | -3.6% |
| 30D | +15.1% | -1.9% | +17.0% | +15.7% |
| 3M | +3.5% | -5.4% | +8.9% | +6.3% |
| 6M | +0.4% | +4.9% | -4.5% | -4.5% |
| YTD | +4.6% | +18.5% | -13.9% | -8.0% |
| 1Y | +33.1% | +25.5% | +7.6% | +12.7% |
| 3Y | +396.0% | +63.0% | +333.0% | +252.5% |
| All | +396.0% | +64.2% | +331.8% | +252.5% |
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 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