-36.9%
BAX vs AME
+425.2%
-462.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | -12.2% | -6.6% | -5.6% | -9.8% |
| 3M | +21.8% | +3.0% | +18.8% | +19.9% |
| 6M | +36.3% | +5.3% | +31.0% | +32.8% |
| YTD | +27.8% | +15.4% | +12.4% | +20.4% |
| 1Y | -0.1% | +26.8% | -26.9% | -10.0% |
| 3Y | -33.3% | +56.5% | -89.8% | -46.1% |
| 5Y | -67.1% | +85.2% | -152.3% | -75.6% |
| 10Y | -36.9% | +428.5% | -465.5% | -66.0% |
| All | -36.9% | +425.2% | -462.2% | -66.0% |
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