+11.8%
CRM vs AME
+59.6%
-47.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | +1.3% |
| 7D | -4.4% | +1.7% | -6.2% | -4.8% |
| 30D | +28.1% | -6.4% | +34.6% | +29.9% |
| 3M | +48.8% | +7.1% | +41.7% | +45.3% |
| 6M | +28.3% | +8.2% | +20.1% | +23.5% |
| YTD | -6.0% | +18.2% | -24.2% | -14.1% |
| 1Y | +1.4% | +26.7% | -25.3% | -10.9% |
| 3Y | +11.8% | +60.7% | -48.8% | -20.0% |
| All | +11.8% | +59.6% | -47.8% | -20.0% |
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