+7,463.6%
CI vs AME
+18,709.1%
-11,245.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.8% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +4.4% | -6.7% | +11.1% | +6.8% |
| 3M | +0.7% | +4.1% | -3.4% | -1.2% |
| 6M | +0.3% | +1.6% | -1.2% | -1.0% |
| YTD | +3.8% | +16.1% | -12.3% | -2.3% |
| 1Y | -5.5% | +27.3% | -32.8% | -14.6% |
| 3Y | +8.1% | +50.9% | -42.8% | -9.9% |
| 5Y | +42.8% | +81.4% | -38.6% | +10.4% |
| 10Y | +143.9% | +417.0% | -273.1% | +33.2% |
| All | +7,463.6% | +18,709.1% | -11,245.5% | +1,723.0% |
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