+71.6%
CRH vs AME
+59.6%
+12.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | -1.3% |
| 7D | -6.1% | +1.7% | -7.8% | -7.2% |
| 30D | -9.3% | -6.4% | -2.8% | -4.9% |
| 3M | -15.2% | +7.1% | -22.3% | -19.7% |
| 6M | -14.2% | +8.2% | -22.4% | -19.3% |
| YTD | -28.3% | +18.2% | -46.4% | -36.5% |
| 1Y | -21.8% | +26.7% | -48.5% | -34.2% |
| 3Y | +71.6% | +60.7% | +10.9% | +16.8% |
| All | +71.6% | +59.6% | +12.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling