+966.8%
AME vs BAH
+1,084.3%
-117.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | -4.1% | +18.2% | -22.4% | -8.6% |
| 3M | -5.6% | +13.1% | -18.7% | -9.3% |
| 6M | +2.8% | +15.2% | -12.3% | -2.6% |
| YTD | +16.6% | +6.0% | +10.6% | +11.4% |
| 1Y | +21.1% | +3.1% | +18.0% | +16.4% |
| 3Y | +61.1% | -26.2% | +87.3% | +64.3% |
| 5Y | +76.6% | +9.3% | +67.2% | +53.9% |
| 10Y | +431.3% | +212.3% | +219.0% | +228.3% |
| All | +966.8% | +1,084.3% | -117.4% | +291.8% |
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