+84.5%
AME vs CAPR
+84.7%
-0.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | -6.7% | +139.2% | -145.9% | -7.4% |
| 3M | +4.1% | -66.4% | +70.4% | +4.5% |
| 6M | +1.6% | -63.1% | +64.7% | +1.8% |
| YTD | +16.1% | -67.4% | +83.6% | +16.5% |
| 1Y | +27.3% | +58.2% | -30.9% | +23.6% |
| 3Y | +50.9% | +42.2% | +8.7% | +40.4% |
| All | +84.5% | +84.7% | -0.2% | +67.9% |
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