-14.8%
CRH vs AME
+21.1%
-35.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.3% | +8.4% |
| 7D | +14.2% | -4.4% | +18.6% | +16.9% |
| 30D | +19.5% | -5.9% | +25.4% | +23.6% |
| 3M | +0.4% | -6.5% | +6.9% | +4.2% |
| 6M | -10.1% | +3.2% | -13.3% | -15.0% |
| YTD | -19.9% | +16.0% | -36.0% | -31.2% |
| 1Y | -14.8% | +20.4% | -35.3% | -29.0% |
| All | -14.8% | +21.1% | -35.9% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling