+1,659.0%
BMY vs AME
+18,892.6%
-17,233.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | +9.3% | -4.1% | +13.3% | +10.0% |
| 3M | -0.1% | -6.3% | +6.3% | +1.0% |
| 6M | +15.5% | +3.5% | +11.9% | +13.8% |
| YTD | +21.8% | +17.3% | +4.5% | +16.4% |
| 1Y | +34.9% | +22.0% | +12.9% | +27.7% |
| 3Y | +43.2% | +62.0% | -18.8% | +25.8% |
| 5Y | +30.7% | +78.5% | -47.8% | +11.3% |
| 10Y | +59.3% | +441.6% | -382.4% | +3.4% |
| All | +1,659.0% | +18,892.6% | -17,233.6% | +504.6% |
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 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