+50,177.4%
TSCO vs AME
+17,369.4%
+32,808.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +1.7% | +2.8% | -1.1% | +0.6% |
| 30D | +2.8% | -6.3% | +9.1% | +5.2% |
| 3M | +17.9% | +5.4% | +12.5% | +15.3% |
| 6M | -28.6% | +7.4% | -36.0% | -30.8% |
| YTD | -28.0% | +16.2% | -44.2% | -32.4% |
| 1Y | -39.9% | +26.8% | -66.7% | -45.4% |
| 3Y | -14.0% | +57.5% | -71.5% | -28.6% |
| 5Y | -2.9% | +84.8% | -87.8% | -24.0% |
| 10Y | +199.5% | +424.3% | -224.8% | +58.4% |
| All | +50,177.4% | +17,369.4% | +32,808.0% | +8,134.8% |
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