+40.7%
AMC vs CNH
+31.1%
+9.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.3% |
| 7D | -2.8% | +6.7% | -9.5% | -3.5% |
| 30D | +14.0% | +7.2% | +6.8% | +13.2% |
| 3M | +42.5% | +17.5% | +25.0% | +42.5% |
| 6M | +142.6% | +15.0% | +127.6% | +144.4% |
| YTD | +119.2% | +36.8% | +82.5% | +106.2% |
| 1Y | +40.7% | +27.6% | +13.1% | +36.8% |
| All | +40.7% | +31.1% | +9.7% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling