-20.6%
BA vs AME
+76.9%
-97.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -4.1% | +4.2% | +2.1% |
| 30D | -8.9% | -4.1% | -4.8% | -7.2% |
| 3M | -25.5% | -5.6% | -19.9% | -23.6% |
| 6M | -27.0% | +2.8% | -29.8% | -28.9% |
| YTD | -20.1% | +16.6% | -36.7% | -28.4% |
| 1Y | -11.0% | +21.1% | -32.1% | -22.1% |
| 3Y | -11.8% | +61.1% | -72.9% | -39.9% |
| 5Y | -20.6% | +76.6% | -97.2% | -53.7% |
| All | -20.6% | +76.9% | -97.5% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling