+15,232.8%
CAH vs AME
+18,709.1%
-3,476.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | +3.3% | -6.7% | +10.0% | +5.2% |
| 3M | +22.8% | +4.1% | +18.7% | +21.2% |
| 6M | +11.3% | +1.6% | +9.7% | +10.3% |
| YTD | +21.1% | +16.1% | +5.0% | +15.7% |
| 1Y | +67.2% | +27.3% | +39.9% | +55.8% |
| 3Y | +195.6% | +50.9% | +144.8% | +159.5% |
| 5Y | +413.8% | +81.4% | +332.5% | +326.2% |
| 10Y | +309.6% | +417.0% | -107.4% | +160.4% |
| All | +15,232.8% | +18,709.1% | -3,476.3% | +4,992.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling