+58.1%
AME vs BB
+133.1%
-75.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +2.1% |
| 7D | -5.2% | +3.8% | -9.0% | -5.5% |
| 30D | -8.0% | -0.3% | -7.7% | -8.1% |
| 3M | -8.9% | -0.5% | -8.4% | -9.2% |
| 6M | -5.0% | +45.9% | -50.9% | -9.5% |
| YTD | +11.9% | +130.6% | -118.7% | +1.5% |
| 1Y | +16.6% | +89.2% | -72.5% | +7.7% |
| All | +58.1% | +133.1% | -75.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling