+43.8%
CAVA vs AME
+54.6%
-10.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -3.9% |
| 7D | -12.4% | 0.0% | -12.5% | -12.4% |
| 30D | -11.2% | -8.6% | -2.6% | -6.0% |
| 3M | -33.8% | +5.8% | -39.6% | -36.6% |
| 6M | -32.5% | +3.8% | -36.3% | -35.0% |
| YTD | -8.0% | +14.4% | -22.4% | -18.3% |
| 1Y | -17.1% | +25.8% | -42.9% | -32.2% |
| All | +43.8% | +54.6% | -10.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling