-10.6%
BA vs AME
+22.0%
-32.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.4% | +1.1% | -2.5% | -1.9% |
| 30D | -7.9% | -4.1% | -3.8% | -6.5% |
| 3M | -25.2% | -6.3% | -18.8% | -23.2% |
| 6M | -26.7% | +3.5% | -30.3% | -28.8% |
| YTD | -19.6% | +17.3% | -36.9% | -28.2% |
| 1Y | -10.6% | +22.0% | -32.6% | -22.2% |
| All | -10.6% | +22.0% | -32.6% | -22.2% |
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