+322.0%
CMG vs AME
+445.1%
-123.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.8% |
| 30D | +10.9% | -6.4% | +17.3% | +14.0% |
| 3M | +15.8% | +7.1% | +8.8% | +11.5% |
| 6M | +6.9% | +8.2% | -1.2% | +2.1% |
| YTD | -2.2% | +18.2% | -20.3% | -10.6% |
| 1Y | -7.1% | +26.7% | -33.8% | -18.6% |
| 3Y | -7.1% | +60.7% | -67.8% | -28.9% |
| 5Y | -4.8% | +91.6% | -96.4% | -33.7% |
| All | +322.0% | +445.1% | -123.0% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling