+433.0%
AME vs BTG
+159.3%
+273.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +1.7% | -3.8% | +5.5% | +2.0% |
| 30D | -6.4% | +3.6% | -10.1% | -6.7% |
| 3M | +7.1% | +32.0% | -24.9% | +4.9% |
| 6M | +8.2% | +3.4% | +4.8% | +7.3% |
| YTD | +18.2% | +20.8% | -2.6% | +16.0% |
| 1Y | +26.7% | +22.4% | +4.3% | +24.0% |
| 3Y | +60.7% | +91.7% | -31.0% | +51.7% |
| 5Y | +91.6% | +79.0% | +12.6% | +80.4% |
| All | +433.0% | +159.3% | +273.8% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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