+414.7%
CAH vs AMC
-98.1%
+512.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.6% |
| 7D | +5.4% | +2.3% | +3.1% | +5.4% |
| 30D | +3.3% | -0.7% | +4.1% | +3.3% |
| 3M | +22.8% | +35.2% | -12.4% | +22.0% |
| 6M | +11.3% | +124.6% | -113.3% | +9.7% |
| YTD | +21.1% | +69.9% | -48.7% | +19.8% |
| 1Y | +67.2% | -2.6% | +69.8% | +66.6% |
| 3Y | +195.6% | -79.8% | +275.4% | +198.0% |
| 5Y | +413.8% | -99.4% | +513.2% | +439.5% |
| 10Y | +309.6% | -98.9% | +408.5% | +315.9% |
| All | +414.7% | -98.1% | +512.7% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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