-20.3%
AMT vs CNH
-14.7%
-5.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.4% | -3.0% |
| 7D | +0.5% | -1.7% | +2.2% | +0.7% |
| 30D | +13.6% | -7.2% | +20.8% | +14.5% |
| 3M | +11.5% | +6.5% | +4.9% | +9.9% |
| 6M | +6.9% | +7.9% | -0.9% | +4.7% |
| YTD | +10.8% | +26.6% | -15.8% | +5.4% |
| 1Y | +10.3% | +13.8% | -3.4% | +6.6% |
| 3Y | +12.4% | +9.2% | +3.2% | +6.1% |
| All | -20.3% | -14.7% | -5.7% | -21.7% |
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