+85.5%
AME vs BTG
+75.0%
+10.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | 0.0% | -5.5% | +5.5% | +0.5% |
| 30D | -8.6% | +6.1% | -14.7% | -9.2% |
| 3M | +5.8% | +38.6% | -32.9% | +2.1% |
| 6M | +3.8% | +0.7% | +3.2% | +2.9% |
| YTD | +14.4% | +20.3% | -5.9% | +11.3% |
| 1Y | +25.8% | +25.0% | +0.7% | +21.3% |
| 3Y | +55.2% | +97.3% | -42.1% | +40.3% |
| 5Y | +85.5% | +78.3% | +7.2% | +69.8% |
| All | +85.5% | +75.0% | +10.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling