+57.0%
AME vs CLBK
+51.6%
+5.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +1.3% | -1.5% | +2.8% | +1.7% |
| 30D | -6.6% | +6.7% | -13.2% | -8.0% |
| 3M | +3.0% | +21.2% | -18.2% | -1.7% |
| 6M | +5.3% | +42.0% | -36.7% | -3.2% |
| YTD | +15.4% | +63.3% | -47.8% | +2.5% |
| 1Y | +26.8% | +65.4% | -38.6% | +11.9% |
| All | +57.0% | +51.6% | +5.4% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling