+25.8%
AME vs CLBK
+66.6%
-40.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -8.6% | +4.5% | -13.1% | -9.4% |
| 3M | +5.8% | +22.8% | -17.0% | +1.4% |
| 6M | +3.8% | +43.4% | -39.6% | -3.8% |
| YTD | +14.4% | +64.1% | -49.7% | +3.2% |
| 1Y | +25.8% | +67.6% | -41.8% | +12.1% |
| All | +25.8% | +66.6% | -40.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling