+15,557.6%
AME vs BWA
+3,492.4%
+12,065.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.5% |
| 7D | +0.6% | +5.7% | -5.0% | -1.4% |
| 30D | -6.7% | +1.4% | -8.1% | -7.3% |
| 3M | +4.1% | -12.1% | +16.2% | +8.4% |
| 6M | +1.6% | +28.6% | -27.0% | -8.1% |
| YTD | +16.1% | +51.1% | -34.9% | -2.3% |
| 1Y | +27.3% | +55.9% | -28.5% | +5.7% |
| 3Y | +50.9% | +70.1% | -19.3% | +17.7% |
| 5Y | +81.4% | +90.7% | -9.3% | +31.8% |
| 10Y | +417.0% | +154.0% | +263.0% | +218.5% |
| All | +15,557.6% | +3,492.4% | +12,065.3% | +4,223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling