+21.1%
AME vs CP
+32.8%
-11.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.1% | +2.8% | -6.9% | -5.0% |
| 30D | -4.1% | +11.0% | -15.2% | -7.9% |
| 3M | -5.6% | +3.8% | -9.5% | -7.0% |
| 6M | +2.8% | +9.5% | -6.6% | -1.6% |
| YTD | +16.6% | +28.2% | -11.6% | +5.1% |
| 1Y | +21.1% | +33.0% | -11.9% | +6.8% |
| All | +21.1% | +32.8% | -11.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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