+23.2%
AME vs CHD
+32.9%
-9.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +8.1% | +0.4% | +7.7% | +8.1% |
| 30D | -3.8% | +11.6% | -15.4% | -4.5% |
| 3M | -6.6% | +10.7% | -17.3% | -7.3% |
| 6M | +4.6% | +20.2% | -15.7% | +2.6% |
| YTD | +17.9% | +34.5% | -16.6% | +16.4% |
| 1Y | +23.2% | +32.6% | -9.3% | +21.8% |
| All | +23.2% | +32.9% | -9.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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