+875.9%
BAX vs AME
+18,709.1%
-17,833.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -1.1% | +0.6% | -1.8% | -1.3% |
| 30D | -5.5% | -6.7% | +1.2% | -3.9% |
| 3M | +33.5% | +4.1% | +29.5% | +32.0% |
| 6M | +35.9% | +1.6% | +34.3% | +35.1% |
| YTD | +35.4% | +16.1% | +19.2% | +30.6% |
| 1Y | +9.8% | +27.3% | -17.6% | +3.2% |
| 3Y | -32.7% | +50.9% | -83.6% | -39.7% |
| 5Y | -65.6% | +81.4% | -146.9% | -70.6% |
| 10Y | -34.9% | +417.0% | -451.9% | -56.2% |
| All | +875.9% | +18,709.1% | -17,833.2% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling