+22.0%
AME vs CP
+32.8%
-10.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -4.1% | +9.6% | -13.7% | -7.3% |
| 3M | -6.3% | +2.2% | -8.6% | -7.1% |
| 6M | +3.5% | +11.1% | -7.6% | -1.7% |
| YTD | +17.3% | +28.2% | -10.9% | +5.7% |
| 1Y | +22.0% | +32.2% | -10.1% | +7.7% |
| All | +22.0% | +32.8% | -10.8% | +7.7% |
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