+962.7%
AME vs BAH
+886.2%
+76.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +0.6% | -3.2% | +3.9% | +1.5% |
| 30D | -6.7% | +2.0% | -8.7% | -7.4% |
| 3M | +4.1% | -7.6% | +11.7% | +5.6% |
| 6M | +1.6% | -5.7% | +7.3% | +1.6% |
| YTD | +16.1% | -11.7% | +27.9% | +17.2% |
| 1Y | +27.3% | -27.4% | +54.7% | +35.8% |
| 3Y | +50.9% | -32.5% | +83.4% | +57.1% |
| 5Y | +81.4% | -3.3% | +84.7% | +63.1% |
| 10Y | +417.0% | +186.0% | +231.0% | +227.6% |
| All | +962.7% | +886.2% | +76.4% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling