+57.5%
AME vs BWA
+72.9%
-15.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +2.8% | +4.3% | -1.5% | +1.7% |
| 30D | -6.3% | -2.9% | -3.4% | -5.7% |
| 3M | +5.4% | -12.4% | +17.8% | +8.6% |
| 6M | +7.4% | +28.6% | -21.1% | +0.3% |
| YTD | +16.2% | +48.2% | -32.1% | +3.0% |
| 1Y | +26.8% | +50.9% | -24.1% | +11.7% |
| 3Y | +57.5% | +72.2% | -14.7% | +28.1% |
| All | +57.5% | +72.9% | -15.4% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling