-33.9%
BAX vs AME
+465.0%
-498.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +0.7% |
| 7D | +9.0% | -1.5% | +10.6% | +9.5% |
| 30D | +8.5% | -4.2% | +12.6% | +9.9% |
| 3M | -4.1% | -5.9% | +1.8% | -2.3% |
| 6M | +46.9% | +2.8% | +44.1% | +44.0% |
| YTD | +38.4% | +16.6% | +21.8% | +29.1% |
| 1Y | +47.0% | +22.1% | +24.9% | +34.6% |
| 3Y | -14.9% | +64.7% | -79.6% | -33.1% |
| 5Y | -62.5% | +76.6% | -139.1% | -71.8% |
| 10Y | -33.9% | +443.9% | -477.8% | -65.0% |
| All | -33.9% | +465.0% | -498.9% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling