+221.2%
AMT vs CNH
+64.7%
+156.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.7% |
| 7D | -0.2% | +23.3% | -23.5% | -3.6% |
| 30D | +4.6% | +33.5% | -28.8% | -0.3% |
| 3M | -8.4% | +32.7% | -41.2% | -13.0% |
| 6M | -6.0% | +22.2% | -28.2% | -9.9% |
| YTD | +2.1% | +57.7% | -55.6% | -6.4% |
| 1Y | -6.4% | +28.0% | -34.4% | -11.2% |
| 3Y | +8.1% | +11.5% | -3.5% | +2.9% |
| 5Y | -31.9% | +11.9% | -43.8% | -36.3% |
| 10Y | +97.1% | +162.8% | -65.7% | +46.0% |
| All | +221.2% | +64.7% | +156.5% | +145.6% |
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 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