+440.7%
AME vs BWA
+94.2%
+346.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +5.9% | +4.3% | +1.6% | +4.3% |
| 30D | -1.9% | -13.0% | +11.1% | +3.2% |
| 3M | -5.4% | -24.8% | +19.4% | +4.6% |
| 6M | +4.9% | -23.5% | +28.4% | +14.5% |
| YTD | +18.5% | +13.8% | +4.6% | +9.4% |
| 1Y | +25.5% | +13.4% | +12.0% | +15.9% |
| 3Y | +63.0% | +62.8% | +0.3% | +27.2% |
| 5Y | +78.3% | +28.5% | +49.8% | +47.4% |
| All | +440.7% | +94.2% | +346.5% | +219.9% |
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