+74.2%
BND vs AME
+1,689.9%
-1,615.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.1% |
| 7D | -1.4% | +5.9% | -7.3% | -1.4% |
| 30D | +0.6% | -1.9% | +2.5% | +0.6% |
| 3M | -1.6% | -5.4% | +3.8% | -1.6% |
| 6M | -1.5% | +4.9% | -6.5% | -1.5% |
| YTD | -1.5% | +18.5% | -19.9% | -1.3% |
| 1Y | -1.1% | +25.5% | -26.5% | -0.8% |
| 3Y | +13.6% | +63.0% | -49.4% | +14.3% |
| 5Y | -1.8% | +78.3% | -80.1% | -1.1% |
| 10Y | +17.0% | +447.1% | -430.1% | +21.5% |
| All | +74.2% | +1,689.9% | -1,615.7% | +84.0% |
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