+87.4%
BAC vs AME
+62.2%
+25.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.9% |
| 7D | -1.2% | -5.2% | +4.0% | +1.0% |
| 30D | -7.7% | -8.0% | +0.4% | -4.3% |
| 3M | -21.2% | -8.9% | -12.3% | -18.0% |
| 6M | -6.8% | -5.0% | -1.9% | -5.4% |
| YTD | -8.7% | +11.9% | -20.6% | -15.6% |
| 1Y | -5.3% | +16.6% | -21.9% | -14.4% |
| 3Y | +87.4% | +62.5% | +25.0% | +40.3% |
| All | +87.4% | +62.2% | +25.2% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling