+516.7%
CAH vs AME
+77.7%
+439.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | +5.9% | -2.4% | +1.9% |
| 30D | +13.5% | -1.9% | +15.4% | +13.8% |
| 3M | +21.8% | -5.4% | +27.2% | +23.3% |
| 6M | +51.5% | +4.9% | +46.6% | +48.3% |
| YTD | +38.1% | +18.5% | +19.6% | +29.8% |
| 1Y | +37.7% | +25.5% | +12.2% | +27.0% |
| 3Y | +179.6% | +63.0% | +116.6% | +132.0% |
| All | +516.7% | +77.7% | +439.0% | +367.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling