+61.0%
BMY vs AME
+427.9%
-366.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +0.2% | -8.6% | +8.8% | +2.9% |
| 3M | +16.0% | +5.8% | +10.2% | +13.5% |
| 6M | +8.3% | +3.8% | +4.5% | +6.5% |
| YTD | +22.2% | +14.4% | +7.7% | +16.3% |
| 1Y | +41.7% | +25.8% | +15.9% | +30.9% |
| 3Y | +20.7% | +55.2% | -34.5% | +2.9% |
| 5Y | +23.9% | +85.5% | -61.6% | -2.0% |
| All | +61.0% | +427.9% | -366.9% | -7.2% |
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