+20.4%
AME vs CRL
+85.3%
-64.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.6% | -3.5% |
| 7D | -4.4% | -12.8% | +8.3% | -2.6% |
| 30D | -5.9% | +5.0% | -10.9% | -6.3% |
| 3M | -6.5% | +39.4% | -45.9% | -10.3% |
| 6M | +3.2% | +89.4% | -86.2% | -5.2% |
| YTD | +16.0% | +63.6% | -47.6% | +7.7% |
| 1Y | +20.4% | +83.5% | -63.0% | +8.8% |
| All | +20.4% | +85.3% | -64.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling