+1,635.9%
AME vs CAPR
-99.1%
+1,734.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +4.1% | -66.4% | +70.4% | +4.5% |
| 6M | +1.6% | -63.1% | +64.7% | +1.9% |
| YTD | +16.1% | -67.4% | +83.6% | +16.6% |
| 1Y | +27.3% | +58.2% | -30.9% | +22.4% |
| 3Y | +50.9% | +42.2% | +8.7% | +42.9% |
| 5Y | +81.4% | +87.3% | -5.9% | +70.0% |
| 10Y | +417.0% | -75.3% | +492.2% | +367.7% |
| All | +1,635.9% | -99.1% | +1,734.9% | +1,436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling