+6,046.1%
CRH vs AME
+19,037.4%
-12,991.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | -0.3% |
| 7D | -6.1% | +1.7% | -7.8% | -6.7% |
| 30D | -9.3% | -6.4% | -2.8% | -6.8% |
| 3M | -15.2% | +7.1% | -22.3% | -17.6% |
| 6M | -14.2% | +8.2% | -22.4% | -16.8% |
| YTD | -28.3% | +18.2% | -46.4% | -32.8% |
| 1Y | -21.8% | +26.7% | -48.5% | -28.9% |
| 3Y | +71.6% | +60.7% | +10.9% | +42.3% |
| 5Y | +96.6% | +91.6% | +5.0% | +53.3% |
| 10Y | +253.8% | +441.1% | -187.2% | +94.5% |
| All | +6,046.1% | +19,037.4% | -12,991.4% | +2,267.9% |
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