+416.2%
AME vs BB
-0.1%
+416.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -8.6% | -16.0% | +7.4% | -6.9% |
| 3M | +5.8% | -14.5% | +20.3% | +6.8% |
| 6M | +3.8% | +118.6% | -114.7% | -6.7% |
| YTD | +14.4% | +98.9% | -84.5% | +3.8% |
| 1Y | +25.8% | +99.5% | -73.7% | +13.6% |
| 3Y | +55.2% | +65.4% | -10.2% | +38.2% |
| 5Y | +85.5% | -27.6% | +113.2% | +76.2% |
| All | +416.2% | -0.1% | +416.4% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling