+78.5%
AME vs CAPR
+172.3%
-93.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.5% |
| 7D | +5.9% | +5.9% | 0.0% | +5.8% |
| 30D | -1.9% | +44.6% | -46.5% | -2.2% |
| 3M | -5.4% | +126.4% | -131.7% | -6.1% |
| 6M | +4.9% | -68.6% | +73.5% | +5.3% |
| YTD | +18.5% | -67.0% | +85.4% | +18.7% |
| 1Y | +25.5% | +65.2% | -39.7% | +21.9% |
| 3Y | +63.0% | +235.6% | -172.5% | +47.2% |
| All | +78.5% | +172.3% | -93.8% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling