-98.7%
AMC vs CNH
+113.9%
-212.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -2.1% |
| 7D | -2.8% | +6.7% | -9.5% | -5.7% |
| 30D | +14.0% | +7.2% | +6.8% | +10.2% |
| 3M | +42.5% | +17.5% | +25.0% | +30.0% |
| 6M | +142.6% | +15.0% | +127.6% | +118.3% |
| YTD | +119.2% | +36.8% | +82.5% | +75.9% |
| 1Y | +40.7% | +27.6% | +13.1% | +17.1% |
| 3Y | -57.3% | +34.3% | -91.6% | -67.2% |
| 5Y | -99.1% | -12.2% | -86.9% | -99.1% |
| 10Y | -98.7% | +113.9% | -212.6% | -99.2% |
| All | -98.7% | +113.9% | -212.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling