+15.2%
AMT vs CNH
+35.8%
-20.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.1% |
| 7D | -2.4% | +6.7% | -9.0% | -2.6% |
| 30D | +4.2% | +7.2% | -3.0% | +3.9% |
| 3M | +13.4% | +17.5% | -4.1% | +12.3% |
| 6M | +9.4% | +15.0% | -5.6% | +8.3% |
| YTD | +11.7% | +36.8% | -25.1% | +9.3% |
| 1Y | +7.1% | +27.6% | -20.5% | +5.2% |
| All | +15.2% | +35.8% | -20.6% | +6.8% |
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 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