+29.1%
CAVA vs AME
+57.0%
-27.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.6% |
| 7D | -8.5% | +1.3% | -9.9% | -9.4% |
| 30D | -8.2% | -6.6% | -1.7% | -4.0% |
| 3M | -25.9% | +3.0% | -28.9% | -28.1% |
| 6M | -30.9% | +5.3% | -36.2% | -34.3% |
| YTD | -3.7% | +15.4% | -19.1% | -15.9% |
| 1Y | -13.4% | +26.8% | -40.3% | -30.8% |
| 3Y | +44.2% | +56.5% | -12.3% | -11.8% |
| All | +29.1% | +57.0% | -27.9% | -15.7% |
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