+17,377.4%
CAH vs AME
+19,084.3%
-1,706.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | +5.9% | -2.4% | +1.8% |
| 30D | +13.5% | -1.9% | +15.4% | +13.7% |
| 3M | +21.8% | -5.4% | +27.2% | +23.2% |
| 6M | +51.5% | +4.9% | +46.6% | +48.5% |
| YTD | +38.1% | +18.5% | +19.6% | +30.6% |
| 1Y | +37.7% | +25.5% | +12.2% | +28.2% |
| 3Y | +179.6% | +63.0% | +116.6% | +139.5% |
| 5Y | +504.9% | +78.3% | +426.6% | +402.3% |
| 10Y | +418.6% | +447.1% | -28.5% | +223.9% |
| All | +17,377.4% | +19,084.3% | -1,706.9% | +5,650.8% |
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 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