+6,026.2%
AME vs BG
+1,185.2%
+4,841.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | -1.2% |
| 7D | +2.8% | +2.4% | +0.4% | +2.0% |
| 30D | -6.3% | +15.0% | -21.3% | -10.3% |
| 3M | +5.4% | -0.7% | +6.0% | +4.9% |
| 6M | +7.4% | +7.5% | -0.1% | +4.0% |
| YTD | +16.2% | +41.6% | -25.4% | +3.4% |
| 1Y | +26.8% | +50.7% | -23.8% | +10.1% |
| 3Y | +57.5% | +20.3% | +37.2% | +43.3% |
| 5Y | +84.8% | +85.2% | -0.4% | +43.1% |
| 10Y | +424.3% | +160.6% | +263.7% | +244.3% |
| All | +6,026.2% | +1,185.2% | +4,841.0% | +2,545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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