+139.4%
BAC vs AME
+54.4%
+85.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -0.4% | -6.7% | +6.3% | +2.9% |
| 3M | +16.9% | +4.1% | +12.8% | +14.0% |
| 6M | +26.6% | +1.6% | +25.0% | +24.7% |
| YTD | +15.8% | +16.1% | -0.4% | +5.8% |
| 1Y | +27.2% | +27.3% | -0.2% | +10.2% |
| All | +139.4% | +54.4% | +85.0% | +79.1% |
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