+242.4%
AME vs CLBK
+60.9%
+181.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +5.9% | +0.9% | +5.0% | +5.6% |
| 30D | -1.9% | +3.4% | -5.3% | -3.1% |
| 3M | -5.4% | -4.3% | -1.1% | -4.1% |
| 6M | +4.9% | +28.4% | -23.4% | -4.5% |
| YTD | +18.5% | +59.4% | -40.9% | -0.7% |
| 1Y | +25.5% | +64.8% | -39.4% | +3.8% |
| 3Y | +63.0% | +50.6% | +12.4% | +34.2% |
| 5Y | +78.3% | +28.3% | +50.0% | +46.7% |
| All | +242.4% | +60.9% | +181.6% | +144.6% |
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