+18,959.7%
AME vs CHD
+11,604.3%
+7,355.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.1% | +2.4% | -6.5% | -4.8% |
| 30D | -4.1% | +13.9% | -18.0% | -7.5% |
| 3M | -5.6% | +8.5% | -14.1% | -7.9% |
| 6M | +2.8% | +20.4% | -17.5% | -2.6% |
| YTD | +16.6% | +34.5% | -17.9% | +7.1% |
| 1Y | +21.1% | +33.8% | -12.7% | +11.3% |
| 3Y | +61.1% | +29.1% | +32.0% | +47.7% |
| 5Y | +76.6% | +31.2% | +45.3% | +59.8% |
| 10Y | +431.3% | +193.1% | +238.2% | +283.7% |
| All | +18,959.7% | +11,604.3% | +7,355.5% | +7,048.8% |
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 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