+78.5%
AME vs CLBK
+27.8%
+50.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | -1.9% | +3.4% | -5.3% | -2.6% |
| 3M | -5.4% | -4.3% | -1.1% | -4.6% |
| 6M | +4.9% | +28.4% | -23.4% | -0.4% |
| YTD | +18.5% | +59.4% | -40.9% | +7.6% |
| 1Y | +25.5% | +64.8% | -39.4% | +13.1% |
| 3Y | +63.0% | +50.6% | +12.4% | +47.3% |
| All | +78.5% | +27.8% | +50.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling