+9,693.5%
AME vs CRL
+1,712.0%
+7,981.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.9% |
| 7D | -1.5% | +4.4% | -5.9% | -2.7% |
| 30D | -4.2% | +17.1% | -21.2% | -8.4% |
| 3M | -5.9% | +32.1% | -38.0% | -13.3% |
| 6M | +2.8% | +98.9% | -96.1% | -16.2% |
| YTD | +16.6% | +77.1% | -60.6% | -3.0% |
| 1Y | +22.1% | +110.3% | -88.1% | -3.3% |
| 3Y | +64.7% | +108.5% | -43.8% | +23.2% |
| 5Y | +76.6% | -7.9% | +84.4% | +62.5% |
| 10Y | +443.9% | +368.9% | +74.9% | +204.1% |
| All | +9,693.5% | +1,712.0% | +7,981.5% | +4,730.0% |
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