+7,716.4%
TPR vs AME
+9,191.2%
-1,474.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.8% |
| 30D | -23.0% | -6.7% | -16.3% | -18.9% |
| 3M | -12.5% | +4.1% | -16.5% | -15.7% |
| 6M | -21.4% | +1.6% | -23.0% | -22.6% |
| YTD | -3.5% | +16.1% | -19.7% | -14.4% |
| 1Y | +17.4% | +27.3% | -10.0% | -3.5% |
| 3Y | +291.3% | +50.9% | +240.4% | +178.0% |
| 5Y | +241.9% | +81.4% | +160.5% | +111.5% |
| 10Y | +322.7% | +417.0% | -94.3% | +28.2% |
| All | +7,716.4% | +9,191.2% | -1,474.8% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling