+0.4%
CMS vs AME
+21.1%
-20.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +1.4% |
| 7D | +4.1% | -4.4% | +8.5% | +4.1% |
| 30D | +10.9% | -5.9% | +16.7% | +10.9% |
| 3M | -0.2% | -6.5% | +6.3% | -0.1% |
| 6M | -4.7% | +3.2% | -7.9% | -5.5% |
| YTD | +3.9% | +16.0% | -12.1% | +1.4% |
| 1Y | +0.4% | +20.4% | -20.1% | -2.4% |
| All | +0.4% | +21.1% | -20.7% | -2.4% |
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 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