+24.9%
BMY vs AME
+85.1%
-60.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.3% | +2.8% | -6.1% | -4.0% |
| 30D | 0.0% | -6.3% | +6.2% | +1.4% |
| 3M | +17.7% | +5.4% | +12.3% | +15.9% |
| 6M | +9.6% | +7.4% | +2.2% | +7.3% |
| YTD | +24.0% | +16.2% | +7.8% | +19.0% |
| 1Y | +45.1% | +26.8% | +18.3% | +36.3% |
| 3Y | +22.5% | +57.5% | -35.0% | +8.9% |
| All | +24.9% | +85.1% | -60.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling