-99.3%
AMC vs CNH
-14.7%
-84.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +0.6% |
| 7D | +2.6% | -1.7% | +4.3% | +3.7% |
| 30D | +9.0% | -7.2% | +16.3% | +13.0% |
| 3M | +22.2% | +6.5% | +15.6% | +16.5% |
| 6M | +91.5% | +7.9% | +83.6% | +76.4% |
| YTD | +101.3% | +26.6% | +74.7% | +62.4% |
| 1Y | +20.8% | +13.8% | +7.0% | +4.4% |
| 3Y | -71.3% | +9.2% | -80.5% | -76.7% |
| All | -99.3% | -14.7% | -84.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling