-98.9%
AMC vs CNH
+162.8%
-261.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.4% |
| 7D | +2.3% | +23.3% | -21.0% | -7.7% |
| 30D | -0.7% | +33.5% | -34.2% | -14.2% |
| 3M | +35.2% | +32.7% | +2.5% | +15.5% |
| 6M | +124.6% | +22.2% | +102.4% | +95.9% |
| YTD | +69.9% | +57.7% | +12.2% | +28.3% |
| 1Y | -2.6% | +28.0% | -30.6% | -18.0% |
| 3Y | -79.8% | +11.5% | -91.3% | -82.3% |
| 5Y | -99.4% | +11.9% | -111.3% | -99.5% |
| All | -98.9% | +162.8% | -261.7% | -99.4% |
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