+95.0%
AMT vs CNH
+152.9%
-57.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.8% |
| 7D | -0.2% | +8.8% | -9.0% | -1.6% |
| 30D | +1.8% | +24.7% | -22.8% | -2.0% |
| 3M | -6.2% | +27.3% | -33.5% | -10.3% |
| 6M | -5.0% | +23.2% | -28.1% | -9.1% |
| YTD | +2.1% | +48.9% | -46.9% | -5.7% |
| 1Y | -5.7% | +19.4% | -25.1% | -9.7% |
| 3Y | +7.9% | +7.8% | +0.2% | +3.2% |
| 5Y | -32.3% | +8.7% | -41.1% | -36.5% |
| 10Y | +95.0% | +149.5% | -54.5% | +47.0% |
| All | +95.0% | +152.9% | -57.9% | +47.0% |
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