+431.3%
AME vs BWA
+95.2%
+336.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.7% |
| 7D | -4.1% | -2.4% | -1.7% | -3.2% |
| 30D | -4.1% | -17.7% | +13.6% | +2.9% |
| 3M | -5.6% | -27.0% | +21.4% | +5.4% |
| 6M | +2.8% | -17.3% | +20.2% | +9.0% |
| YTD | +16.6% | +12.9% | +3.7% | +8.0% |
| 1Y | +21.1% | +12.9% | +8.2% | +12.0% |
| 3Y | +61.1% | +62.1% | -1.0% | +25.9% |
| 5Y | +76.6% | +30.7% | +45.9% | +44.8% |
| 10Y | +431.3% | +89.2% | +342.1% | +221.0% |
| All | +431.3% | +95.2% | +336.1% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling