+62.5%
AME vs CAPR
+214.7%
-152.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +2.5% |
| 7D | -5.2% | +41.1% | -46.2% | -5.3% |
| 30D | -8.0% | +11.1% | -19.1% | -8.1% |
| 3M | -8.9% | +115.3% | -124.2% | -9.4% |
| 6M | -5.0% | -73.8% | +68.8% | -4.6% |
| YTD | +11.9% | -68.8% | +80.7% | +12.1% |
| 1Y | +16.6% | +43.3% | -26.7% | +14.8% |
| 3Y | +62.5% | +214.7% | -152.2% | +52.5% |
| All | +62.5% | +214.7% | -152.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling