+0.4%
CMS vs AME
+27.5%
-27.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +1.0% |
| 30D | -3.2% | -6.3% | +3.1% | -2.7% |
| 3M | -2.2% | +5.4% | -7.6% | -2.9% |
| 6M | -9.4% | +7.4% | -16.9% | -10.3% |
| YTD | +0.7% | +16.2% | -15.5% | -1.3% |
| 1Y | +0.4% | +26.8% | -26.5% | -1.9% |
| All | +0.4% | +27.5% | -27.2% | -1.9% |
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