-97.7%
AMC vs CNH
+57.4%
-155.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.9% | -8.6% | -10.8% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +4.4% | -15.2% | +19.6% | +11.8% |
| 3M | +15.4% | +4.3% | +11.1% | +12.1% |
| 6M | +93.7% | +10.1% | +83.6% | +79.6% |
| YTD | +97.4% | +23.2% | +74.2% | +70.4% |
| 1Y | +23.2% | +8.5% | +14.7% | +12.8% |
| 3Y | -71.3% | +4.1% | -75.3% | -74.1% |
| 5Y | -99.3% | -17.8% | -81.4% | -99.2% |
| 10Y | -98.7% | +113.3% | -212.0% | -99.2% |
| All | -97.7% | +57.4% | -155.1% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling