+8,398.6%
TPR vs AME
+8,850.5%
-451.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -3.0% |
| 7D | +14.2% | -5.2% | +19.4% | +17.9% |
| 30D | +17.1% | -8.0% | +25.1% | +23.5% |
| 3M | -17.7% | -8.9% | -8.8% | -12.9% |
| 6M | -10.2% | -5.0% | -5.2% | -8.3% |
| YTD | +4.9% | +11.9% | -7.0% | -5.5% |
| 1Y | +36.1% | +16.6% | +19.5% | +18.7% |
| 3Y | +416.5% | +62.5% | +354.0% | +242.3% |
| 5Y | +254.8% | +67.6% | +187.2% | +130.3% |
| 10Y | +391.7% | +450.4% | -58.6% | +41.3% |
| All | +8,398.6% | +8,850.5% | -451.9% | +319.0% |
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