+34.8%
CNH vs AME
+451.9%
-417.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.2% | +0.8% |
| 7D | -1.7% | -5.2% | +3.5% | +2.2% |
| 30D | -7.2% | -8.0% | +0.8% | -1.7% |
| 3M | +6.5% | -8.9% | +15.4% | +13.3% |
| 6M | +7.9% | -5.0% | +12.9% | +11.0% |
| YTD | +26.6% | +11.9% | +14.7% | +14.7% |
| 1Y | +13.8% | +16.6% | -2.9% | -0.3% |
| 3Y | +9.2% | +62.5% | -53.3% | -29.1% |
| 5Y | -15.6% | +67.6% | -83.2% | -46.6% |
| 10Y | +119.2% | +450.4% | -331.2% | -42.0% |
| All | +34.8% | +451.9% | -417.1% | -61.3% |
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