+19,263.6%
AME vs CHD
+11,766.8%
+7,496.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +5.9% | +3.6% | +2.2% | +4.9% |
| 30D | -1.9% | +10.4% | -12.3% | -4.6% |
| 3M | -5.4% | +12.2% | -17.5% | -8.4% |
| 6M | +4.9% | +19.9% | -15.0% | -0.5% |
| YTD | +18.5% | +36.4% | -18.0% | +8.4% |
| 1Y | +25.5% | +35.1% | -9.7% | +15.0% |
| 3Y | +63.0% | +29.2% | +33.8% | +49.5% |
| 5Y | +78.3% | +33.4% | +44.9% | +60.7% |
| 10Y | +447.1% | +195.0% | +252.1% | +294.5% |
| All | +19,263.6% | +11,766.8% | +7,496.8% | +7,136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling