-98.8%
AMC vs CNH
+106.0%
-204.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +3.5% | +3.0% | +0.5% | +1.9% |
| 30D | +12.5% | -0.6% | +13.0% | +12.7% |
| 3M | +23.6% | +14.6% | +8.9% | +14.1% |
| 6M | +144.4% | +11.8% | +132.6% | +122.6% |
| YTD | +108.3% | +30.4% | +77.9% | +71.0% |
| 1Y | +38.9% | +19.1% | +19.8% | +19.6% |
| 3Y | -58.9% | +30.2% | -89.0% | -67.9% |
| 5Y | -99.2% | -17.8% | -81.4% | -99.2% |
| All | -98.8% | +106.0% | -204.8% | -99.3% |
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