+235.7%
AME vs CLBK
+67.9%
+167.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | -6.7% | +9.1% | -15.8% | -9.6% |
| 3M | +4.1% | +27.7% | -23.6% | -4.8% |
| 6M | +1.6% | +40.8% | -39.3% | -10.4% |
| YTD | +16.1% | +66.4% | -50.2% | -3.9% |
| 1Y | +27.3% | +72.4% | -45.0% | +3.5% |
| 3Y | +50.9% | +50.7% | +0.2% | +24.6% |
| 5Y | +81.4% | +42.9% | +38.4% | +40.7% |
| All | +235.7% | +67.9% | +167.8% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling