+27.6%
CAVA vs AME
+60.7%
-33.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +1.2% |
| 7D | -8.0% | +1.7% | -9.8% | -9.1% |
| 30D | -19.6% | -6.4% | -13.1% | -15.9% |
| 3M | -36.7% | +7.1% | -43.8% | -40.1% |
| 6M | -30.6% | +8.2% | -38.8% | -35.2% |
| YTD | -4.8% | +18.2% | -23.0% | -18.1% |
| 1Y | -13.1% | +26.7% | -39.9% | -30.0% |
| 3Y | +48.8% | +60.7% | -11.9% | -11.0% |
| All | +27.6% | +60.7% | -33.1% | -17.9% |
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