+18,188.7%
AME vs CP
+7,734.8%
+10,453.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.2% |
| 7D | -5.2% | +2.8% | -7.9% | -6.3% |
| 30D | -8.0% | +10.2% | -18.2% | -11.7% |
| 3M | -8.9% | +2.4% | -11.3% | -10.1% |
| 6M | -5.0% | +7.7% | -12.7% | -8.3% |
| YTD | +11.9% | +26.0% | -14.1% | +1.4% |
| 1Y | +16.6% | +34.6% | -18.0% | +2.9% |
| 3Y | +62.5% | +26.7% | +35.8% | +44.5% |
| 5Y | +67.6% | +24.9% | +42.7% | +48.3% |
| 10Y | +450.4% | +258.6% | +191.8% | +229.1% |
| All | +18,188.7% | +7,734.8% | +10,453.9% | +4,247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling