+10.9%
CMG vs AME
+21.1%
-10.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.6% | +10.5% | +6.1% |
| 7D | +22.5% | -4.4% | +27.0% | +22.7% |
| 30D | +14.1% | -5.9% | +20.0% | +14.5% |
| 3M | +4.1% | -6.5% | +10.6% | +4.7% |
| 6M | +10.1% | +3.2% | +6.9% | +6.7% |
| YTD | -4.9% | +16.0% | -20.9% | -14.3% |
| 1Y | +10.9% | +20.4% | -9.5% | -3.2% |
| All | +10.9% | +21.1% | -10.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling