+22.6%
BAC vs AME
+77.7%
-55.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.2% | +5.9% | -2.6% | 0.0% |
| 30D | -0.7% | -1.9% | +1.2% | -0.1% |
| 3M | -20.0% | -5.4% | -14.6% | -17.9% |
| 6M | +3.4% | +4.9% | -1.5% | -0.6% |
| YTD | -5.7% | +18.5% | -24.2% | -16.5% |
| 1Y | -1.4% | +25.5% | -26.9% | -15.8% |
| 3Y | +97.9% | +63.0% | +34.9% | +39.3% |
| All | +22.6% | +77.7% | -55.1% | -23.9% |
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