-31.3%
AMT vs CNH
+11.5%
-42.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.6% |
| 7D | -0.2% | +23.3% | -23.5% | -3.1% |
| 30D | +4.6% | +33.5% | -28.8% | +0.5% |
| 3M | -8.4% | +32.7% | -41.2% | -12.3% |
| 6M | -6.0% | +22.2% | -28.2% | -9.1% |
| YTD | +2.1% | +57.7% | -55.6% | -5.3% |
| 1Y | -6.4% | +28.0% | -34.4% | -10.4% |
| 3Y | +8.1% | +11.5% | -3.5% | +4.2% |
| All | -31.3% | +11.5% | -42.8% | -35.6% |
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