+68.0%
CNH vs AME
+472.9%
-405.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +2.8% |
| 7D | +23.3% | +0.6% | +22.7% | +22.7% |
| 30D | +33.5% | -6.7% | +40.1% | +40.6% |
| 3M | +32.7% | +4.1% | +28.6% | +28.1% |
| 6M | +22.2% | +1.6% | +20.6% | +20.7% |
| YTD | +57.7% | +16.1% | +41.5% | +40.0% |
| 1Y | +28.0% | +27.3% | +0.7% | +4.9% |
| 3Y | +11.5% | +50.9% | -39.3% | -22.2% |
| 5Y | +11.9% | +81.4% | -69.5% | -33.0% |
| 10Y | +162.8% | +417.0% | -254.2% | -27.0% |
| All | +68.0% | +472.9% | -405.0% | -52.8% |
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