+34.5%
CMS vs AME
+77.7%
-43.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | +1.7% | +5.9% | -4.1% | +0.7% |
| 30D | +6.2% | -1.9% | +8.1% | +6.4% |
| 3M | +0.6% | -5.4% | +6.0% | +1.5% |
| 6M | -1.8% | +4.9% | -6.7% | -3.3% |
| YTD | +3.8% | +18.5% | -14.6% | -0.9% |
| 1Y | -1.8% | +25.5% | -27.2% | -7.6% |
| 3Y | +39.8% | +63.0% | -23.2% | +18.5% |
| All | +34.5% | +77.7% | -43.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling