+18,188.7%
AME vs CPB
+360.6%
+17,828.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | -5.2% | +8.0% | -13.1% | -6.7% |
| 30D | -8.0% | +22.4% | -30.4% | -12.0% |
| 3M | -8.9% | +2.5% | -11.4% | -9.9% |
| 6M | -5.0% | +12.2% | -17.2% | -8.2% |
| YTD | +11.9% | -12.8% | +24.7% | +13.4% |
| 1Y | +16.6% | -19.2% | +35.8% | +20.0% |
| 3Y | +62.5% | -35.6% | +98.0% | +72.8% |
| 5Y | +67.6% | -31.4% | +99.0% | +74.2% |
| 10Y | +450.4% | -37.9% | +488.3% | +465.0% |
| All | +18,188.7% | +360.6% | +17,828.2% | +12,191.5% |
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