+890.5%
AME vs CPAY
+1,528.2%
-637.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.9% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | -6.3% | +3.6% | -9.9% | -7.7% |
| 3M | +5.4% | +16.6% | -11.2% | -1.3% |
| 6M | +7.4% | +29.5% | -22.0% | -4.3% |
| YTD | +16.2% | +35.3% | -19.1% | +0.6% |
| 1Y | +26.8% | +30.6% | -3.8% | +10.7% |
| 3Y | +57.5% | +49.7% | +7.8% | +26.4% |
| 5Y | +84.8% | +54.4% | +30.4% | +42.2% |
| 10Y | +424.3% | +142.8% | +281.5% | +223.8% |
| All | +890.5% | +1,528.2% | -637.7% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling