+601.8%
CAG vs AME
+18,709.1%
-18,107.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | +3.1% | -6.7% | +9.8% | +4.2% |
| 3M | +23.5% | +4.1% | +19.4% | +22.4% |
| 6M | -14.8% | +1.6% | -16.4% | -15.4% |
| YTD | -5.4% | +16.1% | -21.6% | -8.1% |
| 1Y | -11.8% | +27.3% | -39.1% | -15.6% |
| 3Y | -36.7% | +50.9% | -87.5% | -41.5% |
| 5Y | -40.3% | +81.4% | -121.6% | -46.8% |
| 10Y | -37.0% | +417.0% | -454.0% | -53.2% |
| All | +601.8% | +18,709.1% | -18,107.3% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling