+287.5%
CAH vs AME
+445.1%
-157.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -2.1% |
| 7D | -5.1% | +1.7% | -6.8% | -5.9% |
| 30D | +0.2% | -6.4% | +6.6% | +3.1% |
| 3M | +6.3% | +7.1% | -0.8% | +2.5% |
| 6M | +9.4% | +8.2% | +1.2% | +4.4% |
| YTD | +15.0% | +18.2% | -3.2% | +5.2% |
| 1Y | +55.4% | +26.7% | +28.7% | +37.6% |
| 3Y | +173.8% | +60.7% | +113.1% | +109.2% |
| 5Y | +395.2% | +91.6% | +303.6% | +237.5% |
| All | +287.5% | +445.1% | -157.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling