+675.0%
AME vs CG
+351.2%
+323.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +0.6% | -4.3% | +4.9% | +2.1% |
| 30D | -6.7% | -5.1% | -1.6% | -5.3% |
| 3M | +4.1% | +8.7% | -4.6% | +0.7% |
| 6M | +1.6% | -9.2% | +10.8% | +4.1% |
| YTD | +16.1% | -18.9% | +35.0% | +22.7% |
| 1Y | +27.3% | -25.6% | +53.0% | +37.8% |
| 3Y | +50.9% | +57.3% | -6.4% | +20.5% |
| 5Y | +81.4% | +10.2% | +71.2% | +57.1% |
| 10Y | +417.0% | +364.2% | +52.7% | +171.1% |
| All | +675.0% | +351.2% | +323.8% | +313.2% |
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