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  • CF vs AME✓SelectedUSD · AMECF vs AME performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs AME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,967.0%
AME return
+2,248.8%
Excess return
+3,718.2%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMEExcessAlpha
1D-3.2%+1.5%-4.7%-4.3%
7D+6.0%+0.6%+5.4%+5.4%
30D+14.8%-6.7%+21.5%+20.2%
3M+14.1%+4.1%+10.0%+9.3%
6M+28.5%+1.6%+27.0%+22.1%
YTD+74.9%+16.1%+58.8%+49.9%
1Y+61.7%+27.3%+34.4%+27.9%
3Y+80.3%+50.9%+29.5%+19.8%
5Y+226.0%+81.4%+144.6%+80.3%
10Y+569.9%+417.0%+152.9%+55.1%
All+5,967.0%+2,248.8%+3,718.2%+318.1%

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