+76.4%
BND vs AME
+1,654.9%
-1,578.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.1% | +0.6% | -0.8% | -0.1% |
| 30D | -0.4% | -6.7% | +6.3% | -0.4% |
| 3M | -0.6% | +4.1% | -4.7% | -0.6% |
| 6M | -1.4% | +1.6% | -3.0% | -1.4% |
| YTD | -0.2% | +16.1% | -16.4% | -0.1% |
| 1Y | +1.3% | +27.3% | -26.0% | +1.6% |
| 3Y | +13.2% | +50.9% | -37.7% | +13.8% |
| 5Y | -1.6% | +81.4% | -82.9% | -0.8% |
| 10Y | +15.5% | +417.0% | -401.5% | +19.8% |
| All | +76.4% | +1,654.9% | -1,578.5% | +86.2% |
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 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