+1,690.2%
BMY vs AEM
+3,487.5%
-1,797.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | -3.3% | +4.3% | -7.7% | -3.4% |
| 30D | 0.0% | +13.1% | -13.2% | -0.1% |
| 3M | +17.7% | +24.8% | -7.1% | +17.5% |
| 6M | +9.6% | -8.2% | +17.9% | +9.7% |
| YTD | +24.0% | +19.8% | +4.2% | +23.8% |
| 1Y | +45.1% | +32.1% | +13.0% | +44.7% |
| 3Y | +22.5% | +348.2% | -325.7% | +21.0% |
| 5Y | +22.3% | +297.5% | -275.2% | +20.8% |
| 10Y | +62.0% | +343.3% | -281.3% | +59.7% |
| All | +1,690.2% | +3,487.5% | -1,797.3% | +1,915.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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