+49.5%
CNH vs AME
+475.0%
-425.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +7.6% |
| 7D | +8.6% | -1.5% | +10.1% | +9.8% |
| 30D | +12.6% | -4.2% | +16.7% | +15.7% |
| 3M | +17.5% | -5.9% | +23.4% | +22.2% |
| 6M | +18.1% | +2.8% | +15.3% | +14.4% |
| YTD | +40.4% | +16.6% | +23.8% | +23.4% |
| 1Y | +34.0% | +22.1% | +11.9% | +13.5% |
| 3Y | +35.3% | +64.7% | -29.4% | -12.6% |
| 5Y | -5.1% | +76.6% | -81.7% | -42.3% |
| 10Y | +124.0% | +443.9% | -319.8% | -40.4% |
| All | +49.5% | +475.0% | -425.5% | -58.4% |
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