+1,096.7%
AME vs BTG
+378.0%
+718.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | +2.8% | +4.8% | -2.0% | +2.5% |
| 30D | -6.3% | +8.3% | -14.6% | -6.7% |
| 3M | +5.4% | +32.3% | -26.9% | +3.5% |
| 6M | +7.4% | +3.0% | +4.5% | +6.8% |
| YTD | +16.2% | +21.9% | -5.8% | +14.2% |
| 1Y | +26.8% | +28.2% | -1.4% | +24.0% |
| 3Y | +57.5% | +99.9% | -42.4% | +49.1% |
| 5Y | +84.8% | +73.6% | +11.3% | +75.1% |
| 10Y | +424.3% | +136.5% | +287.8% | +377.8% |
| All | +1,096.7% | +378.0% | +718.7% | +890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling