+84.8%
AME vs BB
-27.1%
+111.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -6.3% | -12.4% | +6.1% | -4.9% |
| 3M | +5.4% | -15.3% | +20.7% | +6.5% |
| 6M | +7.4% | +128.8% | -121.3% | -5.1% |
| YTD | +16.2% | +107.7% | -91.5% | +3.8% |
| 1Y | +26.8% | +103.9% | -77.1% | +13.0% |
| 3Y | +57.5% | +72.6% | -15.1% | +38.4% |
| 5Y | +84.8% | -24.3% | +109.1% | +74.7% |
| All | +84.8% | -27.1% | +111.9% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling