-10.3%
TSCO vs AME
+82.6%
-92.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -4.4% | -8.6% | +4.2% | -0.1% |
| 3M | +9.7% | +5.8% | +3.9% | +6.4% |
| 6M | -32.4% | +3.8% | -36.2% | -34.1% |
| YTD | -31.7% | +14.4% | -46.1% | -37.0% |
| 1Y | -41.3% | +25.8% | -67.0% | -48.7% |
| 3Y | -18.3% | +55.2% | -73.5% | -38.8% |
| 5Y | -10.3% | +85.5% | -95.8% | -41.3% |
| All | -10.3% | +82.6% | -92.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling