+7,803.6%
CI vs AME
+18,019.4%
-10,215.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.2% | -3.5% |
| 7D | -1.6% | -5.2% | +3.6% | 0.0% |
| 30D | +5.4% | -8.0% | +13.4% | +8.0% |
| 3M | +7.3% | -8.9% | +16.2% | +10.0% |
| 6M | +5.3% | -5.0% | +10.3% | +5.9% |
| YTD | +8.5% | +11.9% | -3.4% | +2.8% |
| 1Y | +17.1% | +16.6% | +0.5% | +9.4% |
| 3Y | +1.4% | +62.5% | -61.1% | -18.1% |
| 5Y | +50.5% | +67.6% | -17.1% | +19.0% |
| 10Y | +168.5% | +450.4% | -281.8% | +43.3% |
| All | +7,803.6% | +18,019.4% | -10,215.8% | +1,818.5% |
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