+1,821.9%
BA vs AME
+18,709.1%
-16,887.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +1.2% | +0.6% | +0.5% | +0.9% |
| 30D | -11.6% | -6.7% | -4.9% | -8.9% |
| 3M | -2.4% | +4.1% | -6.5% | -4.3% |
| 6M | -6.6% | +1.6% | -8.2% | -7.6% |
| YTD | -2.2% | +16.1% | -18.4% | -9.0% |
| 1Y | -8.0% | +27.3% | -35.3% | -18.3% |
| 3Y | -5.0% | +50.9% | -55.9% | -22.8% |
| 5Y | -2.7% | +81.4% | -84.1% | -26.9% |
| 10Y | +75.9% | +417.0% | -341.1% | -9.1% |
| All | +1,821.9% | +18,709.1% | -16,887.2% | +276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling