+64.7%
AME vs CRL
+99.4%
-34.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.4% |
| 7D | -1.5% | +4.4% | -5.9% | -2.2% |
| 30D | -4.2% | +17.1% | -21.2% | -6.7% |
| 3M | -5.9% | +32.1% | -38.0% | -10.3% |
| 6M | +2.8% | +98.9% | -96.1% | -8.8% |
| YTD | +16.6% | +77.1% | -60.6% | +4.8% |
| 1Y | +22.1% | +110.3% | -88.1% | +6.4% |
| 3Y | +64.7% | +108.5% | -43.8% | +39.1% |
| All | +64.7% | +99.4% | -34.7% | +39.1% |
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