+54.7%
AME vs CRL
+42.4%
+12.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +0.6% | -1.0% | +1.7% | +0.8% |
| 30D | -6.7% | +10.7% | -17.3% | -8.3% |
| 3M | +4.1% | +55.3% | -51.2% | -3.5% |
| 6M | +1.6% | +60.7% | -59.1% | -6.9% |
| YTD | +16.1% | +44.6% | -28.5% | +8.0% |
| 1Y | +27.3% | +77.7% | -50.4% | +13.8% |
| All | +54.7% | +42.4% | +12.3% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling