+50.0%
AME vs BTSG
+495.4%
-445.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +8.1% | +8.5% | -0.4% | +7.0% |
| 30D | -3.8% | +14.0% | -17.8% | -5.3% |
| 3M | -6.6% | +19.7% | -26.3% | -8.8% |
| 6M | +4.6% | +28.7% | -24.2% | +0.6% |
| YTD | +17.9% | +90.8% | -72.9% | +7.6% |
| 1Y | +23.2% | +112.4% | -89.2% | +11.0% |
| All | +50.0% | +495.4% | -445.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling