+76.6%
AME vs BWA
+34.0%
+42.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +2.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -4.2% | -16.1% | +11.9% | +0.8% |
| 3M | -5.9% | -24.6% | +18.7% | +1.8% |
| 6M | +2.8% | -15.7% | +18.5% | +7.1% |
| YTD | +16.6% | +15.1% | +1.5% | +9.0% |
| 1Y | +22.1% | +15.9% | +6.2% | +13.8% |
| 3Y | +64.7% | +67.1% | -2.4% | +33.7% |
| 5Y | +76.6% | +34.7% | +41.9% | +46.7% |
| All | +76.6% | +34.0% | +42.6% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling