+18,884.9%
AME vs CHD
+10,220.8%
+8,664.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.3% |
| 30D | -6.7% | -4.6% | -2.1% | -5.6% |
| 3M | +4.1% | +5.0% | -1.0% | +2.5% |
| 6M | +1.6% | -3.2% | +4.8% | +2.1% |
| YTD | +16.1% | +18.6% | -2.5% | +10.5% |
| 1Y | +27.3% | +4.8% | +22.5% | +24.9% |
| 3Y | +50.9% | +6.1% | +44.7% | +45.8% |
| 5Y | +81.4% | +24.0% | +57.4% | +66.8% |
| 10Y | +417.0% | +124.5% | +292.5% | +300.1% |
| All | +18,884.9% | +10,220.8% | +8,664.1% | +7,274.3% |
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