-11.9%
BA vs AME
+24.0%
-35.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -1.1% | +5.9% | -7.0% | -3.3% |
| 30D | -7.1% | -1.9% | -5.2% | -6.6% |
| 3M | -25.5% | -5.4% | -20.2% | -23.9% |
| 6M | -28.7% | +4.9% | -33.6% | -31.1% |
| YTD | -21.0% | +18.5% | -39.5% | -29.7% |
| 1Y | -11.9% | +25.5% | -37.3% | -24.2% |
| All | -11.9% | +24.0% | -35.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling