-61.0%
AMC vs CNH
+32.9%
-93.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.9% | -2.6% | +5.3% |
| 7D | +6.6% | +8.6% | -2.0% | +4.3% |
| 30D | +14.1% | +12.6% | +1.5% | +10.7% |
| 3M | +31.3% | +17.5% | +13.8% | +25.3% |
| 6M | +126.7% | +18.1% | +108.6% | +114.1% |
| YTD | +117.9% | +40.4% | +77.6% | +89.1% |
| 1Y | +41.1% | +34.0% | +7.1% | +24.8% |
| 3Y | -61.0% | +35.3% | -96.3% | -69.4% |
| All | -61.0% | +32.9% | -93.9% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling