+441.6%
AME vs BWA
+92.6%
+349.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -4.1% | -14.6% | +10.5% | +1.6% |
| 3M | -6.3% | -26.2% | +19.9% | +4.2% |
| 6M | +3.5% | -18.4% | +22.0% | +10.3% |
| YTD | +17.3% | +14.7% | +2.6% | +8.0% |
| 1Y | +22.0% | +13.3% | +8.7% | +12.7% |
| 3Y | +62.0% | +64.7% | -2.7% | +25.9% |
| 5Y | +78.5% | +32.2% | +46.3% | +45.8% |
| 10Y | +441.6% | +96.8% | +344.8% | +222.0% |
| All | +441.6% | +92.6% | +349.0% | +222.0% |
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