+57.0%
AME vs BTG
+99.9%
-42.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +1.3% | +2.4% | -1.1% | +1.1% |
| 30D | -6.6% | +9.5% | -16.1% | -7.2% |
| 3M | +3.0% | +38.5% | -35.5% | +0.2% |
| 6M | +5.3% | +5.6% | -0.3% | +4.1% |
| YTD | +15.4% | +23.9% | -8.5% | +13.1% |
| 1Y | +26.8% | +32.1% | -5.3% | +23.4% |
| All | +57.0% | +99.9% | -42.9% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling