+94.1%
CRH vs AME
+89.9%
+4.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | -1.5% |
| 7D | -6.1% | +1.7% | -7.8% | -7.3% |
| 30D | -9.3% | -6.4% | -2.8% | -4.6% |
| 3M | -15.2% | +7.1% | -22.3% | -20.1% |
| 6M | -14.2% | +8.2% | -22.4% | -19.6% |
| YTD | -28.3% | +18.2% | -46.4% | -37.3% |
| 1Y | -21.8% | +26.7% | -48.5% | -35.5% |
| 3Y | +71.6% | +60.7% | +10.9% | +13.8% |
| All | +94.1% | +89.9% | +4.3% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling