+152.5%
CNH vs AMCR
+16.5%
+136.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -2.5% | -5.0% | +2.5% | +0.5% |
| 30D | +27.0% | -8.0% | +35.0% | +33.5% |
| 3M | +32.6% | +14.3% | +18.3% | +22.6% |
| 6M | +23.6% | +5.3% | +18.2% | +19.8% |
| YTD | +47.8% | +7.7% | +40.1% | +41.0% |
| 1Y | +21.3% | +10.8% | +10.4% | +13.3% |
| 3Y | +7.0% | +9.6% | -2.6% | -0.1% |
| 5Y | +10.2% | -10.2% | +20.4% | +14.4% |
| All | +152.5% | +16.5% | +136.0% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling