+416.2%
AME vs BLDR
+372.1%
+44.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +0.2% |
| 7D | 0.0% | -8.1% | +8.1% | +2.3% |
| 30D | -8.6% | -21.5% | +12.9% | -2.7% |
| 3M | +5.8% | -21.0% | +26.7% | +11.5% |
| 6M | +3.8% | -37.1% | +40.9% | +15.9% |
| YTD | +14.4% | -42.7% | +57.1% | +30.1% |
| 1Y | +25.8% | -58.0% | +83.7% | +55.0% |
| 3Y | +55.2% | -57.8% | +113.0% | +80.7% |
| 5Y | +85.5% | +10.3% | +75.2% | +52.3% |
| All | +416.2% | +372.1% | +44.1% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BLDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling