+230.8%
AME vs CLBK
+65.6%
+165.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | -8.6% | +4.5% | -13.1% | -10.1% |
| 3M | +5.8% | +22.8% | -17.0% | -1.9% |
| 6M | +3.8% | +43.4% | -39.6% | -9.0% |
| YTD | +14.4% | +64.1% | -49.7% | -4.8% |
| 1Y | +25.8% | +67.6% | -41.8% | +3.3% |
| 3Y | +55.2% | +53.3% | +1.9% | +27.1% |
| 5Y | +85.5% | +44.8% | +40.7% | +42.0% |
| All | +230.8% | +65.6% | +165.2% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling