+433.0%
AME vs CPAY
+155.2%
+277.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +1.7% | -2.0% | +3.7% | +2.5% |
| 30D | -6.4% | -0.4% | -6.1% | -6.5% |
| 3M | +7.1% | +16.4% | -9.3% | +0.4% |
| 6M | +8.2% | +23.5% | -15.4% | -1.8% |
| YTD | +18.2% | +35.7% | -17.5% | +2.2% |
| 1Y | +26.7% | +30.2% | -3.4% | +10.9% |
| 3Y | +60.7% | +49.7% | +11.0% | +28.5% |
| 5Y | +91.6% | +56.6% | +35.0% | +45.6% |
| All | +433.0% | +155.2% | +277.9% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling