+85.2%
AME vs CHD
+19.3%
+65.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +1.3% | -4.2% | +5.5% | +2.2% |
| 30D | -6.6% | -7.6% | +1.0% | -5.1% |
| 3M | +3.0% | -1.6% | +4.6% | +3.1% |
| 6M | +5.3% | -6.3% | +11.6% | +6.5% |
| YTD | +15.4% | +14.6% | +0.8% | +11.6% |
| 1Y | +26.8% | +1.6% | +25.2% | +25.8% |
| 3Y | +56.5% | +3.1% | +53.4% | +52.2% |
| 5Y | +85.2% | +21.1% | +64.2% | +63.4% |
| All | +85.2% | +19.3% | +65.9% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling