+18,954.1%
AME vs CPB
+361.0%
+18,593.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | -1.5% | +3.3% | -4.8% | -2.3% |
| 30D | -4.2% | +19.0% | -23.2% | -7.8% |
| 3M | -5.9% | +0.4% | -6.4% | -6.6% |
| 6M | +2.8% | +13.0% | -10.2% | -0.8% |
| YTD | +16.6% | -12.7% | +29.3% | +18.1% |
| 1Y | +22.1% | -20.9% | +43.0% | +26.3% |
| 3Y | +64.7% | -35.4% | +100.1% | +75.1% |
| 5Y | +76.6% | -32.3% | +108.9% | +84.0% |
| 10Y | +443.9% | -40.5% | +484.4% | +464.2% |
| All | +18,954.1% | +361.0% | +18,593.1% | +12,701.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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