+47.8%
AME vs BTSG
+421.3%
-373.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.4% |
| 7D | +2.8% | +5.7% | -3.0% | +2.0% |
| 30D | -6.3% | +0.2% | -6.5% | -6.4% |
| 3M | +5.4% | +5.6% | -0.3% | +4.1% |
| 6M | +7.4% | +50.8% | -43.3% | +1.1% |
| YTD | +16.2% | +67.0% | -50.9% | +7.9% |
| 1Y | +26.8% | +145.5% | -118.7% | +12.3% |
| All | +47.8% | +421.3% | -373.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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