+12.8%
BMY vs AME
+4.2%
+8.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.8% |
| 7D | -1.3% | +8.1% | -9.4% | +0.1% |
| 30D | +10.0% | -3.8% | +13.7% | +9.2% |
| 3M | -1.2% | -6.6% | +5.5% | -2.2% |
| 6M | +12.8% | +4.6% | +8.2% | +11.9% |
| All | +12.8% | +4.2% | +8.6% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling