-37.0%
CAG vs AME
+56.9%
-93.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.3% | +2.8% | -8.1% | -5.4% |
| 30D | +1.0% | -6.3% | +7.3% | +1.3% |
| 3M | +17.4% | +5.4% | +12.0% | +16.6% |
| 6M | -16.8% | +7.4% | -24.2% | -17.5% |
| YTD | -6.8% | +16.2% | -22.9% | -8.2% |
| 1Y | -15.4% | +26.8% | -42.2% | -17.3% |
| All | -37.0% | +56.9% | -93.9% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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