-7.3%
CMG vs AME
+54.6%
-61.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +12.9% | -8.6% | +21.5% | +15.4% |
| 3M | +18.8% | +5.8% | +13.0% | +16.0% |
| 6M | +4.1% | +3.8% | +0.2% | +1.9% |
| YTD | -2.4% | +14.4% | -16.8% | -7.2% |
| 1Y | -6.7% | +25.8% | -32.4% | -14.1% |
| All | -7.3% | +54.6% | -61.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling