+677.8%
AME vs CG
+306.4%
+371.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +2.0% |
| 7D | -1.5% | +3.0% | -4.6% | -2.6% |
| 30D | -4.2% | +10.1% | -14.3% | -7.5% |
| 3M | -5.9% | -10.8% | +4.9% | -2.9% |
| 6M | +2.8% | -15.2% | +18.0% | +7.6% |
| YTD | +16.6% | -26.9% | +43.5% | +27.0% |
| 1Y | +22.1% | -17.0% | +39.2% | +27.2% |
| 3Y | +64.7% | +54.6% | +10.0% | +31.9% |
| 5Y | +76.6% | -16.7% | +93.3% | +68.9% |
| 10Y | +443.9% | +320.1% | +123.7% | +194.1% |
| All | +677.8% | +306.4% | +371.4% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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