+26.8%
AME vs BAH
-27.4%
+54.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | +2.8% | -4.3% | +7.1% | +2.7% |
| 30D | -6.3% | -4.5% | -1.8% | -6.3% |
| 3M | +5.4% | -7.6% | +13.0% | +6.0% |
| 6M | +7.4% | -10.6% | +18.0% | +8.2% |
| YTD | +16.2% | -12.6% | +28.7% | +15.8% |
| 1Y | +26.8% | -27.0% | +53.8% | +29.3% |
| All | +26.8% | -27.4% | +54.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling