+4,100.0%
CMG vs AME
+2,094.8%
+2,005.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | +7.1% | -6.7% | +13.8% | +10.7% |
| 3M | +31.2% | +4.1% | +27.1% | +27.4% |
| 6M | +0.7% | +1.6% | -0.9% | -1.3% |
| YTD | -0.1% | +16.1% | -16.3% | -8.8% |
| 1Y | -10.7% | +27.3% | -38.1% | -23.3% |
| 3Y | -4.7% | +50.9% | -55.5% | -26.4% |
| 5Y | -3.8% | +81.4% | -85.1% | -33.0% |
| 10Y | +352.5% | +417.0% | -64.5% | +68.8% |
| All | +4,100.0% | +2,094.8% | +2,005.2% | +554.7% |
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