+402.2%
CAH vs AME
+83.9%
+318.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.2% | +1.3% | -3.6% | -2.6% |
| 30D | +1.2% | -6.6% | +7.8% | +3.2% |
| 3M | +13.1% | +3.0% | +10.1% | +11.7% |
| 6M | +8.5% | +5.3% | +3.2% | +6.1% |
| YTD | +17.6% | +15.4% | +2.2% | +11.7% |
| 1Y | +60.7% | +26.8% | +33.8% | +48.0% |
| 3Y | +183.2% | +56.5% | +126.6% | +137.7% |
| 5Y | +402.2% | +85.2% | +316.9% | +275.8% |
| All | +402.2% | +83.9% | +318.3% | +275.8% |
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