+181.2%
TSCO vs AME
+445.1%
-263.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -3.0% |
| 7D | -5.7% | +1.7% | -7.4% | -6.4% |
| 30D | -8.8% | -6.4% | -2.3% | -6.1% |
| 3M | +6.3% | +7.1% | -0.8% | +2.8% |
| 6M | -32.3% | +8.2% | -40.4% | -35.1% |
| YTD | -32.7% | +18.2% | -50.9% | -38.3% |
| 1Y | -43.7% | +26.7% | -70.4% | -50.2% |
| 3Y | -19.7% | +60.7% | -80.4% | -37.5% |
| 5Y | -11.6% | +91.6% | -103.2% | -37.1% |
| All | +181.2% | +445.1% | -263.8% | +27.5% |
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