+9,696.3%
AME vs CRL
+1,673.3%
+8,023.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.6% |
| 7D | -4.1% | -1.7% | -2.4% | -3.7% |
| 30D | -4.1% | +14.6% | -18.7% | -7.8% |
| 3M | -5.6% | +24.8% | -30.5% | -11.6% |
| 6M | +2.8% | +94.7% | -91.8% | -15.7% |
| YTD | +16.6% | +73.4% | -56.7% | -2.4% |
| 1Y | +21.1% | +104.7% | -83.6% | -3.4% |
| 3Y | +61.1% | +101.1% | -40.0% | +21.7% |
| 5Y | +76.6% | -10.8% | +87.4% | +64.0% |
| 10Y | +431.3% | +358.8% | +72.5% | +198.8% |
| All | +9,696.3% | +1,673.3% | +8,023.0% | +4,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling