+7.6%
CNH vs AMCR
+8.2%
-0.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.4% |
| 7D | +8.8% | -1.8% | +10.6% | +10.3% |
| 30D | +24.7% | -6.0% | +30.7% | +30.1% |
| 3M | +27.3% | +18.9% | +8.4% | +13.8% |
| 6M | +23.2% | +5.7% | +17.5% | +18.2% |
| YTD | +48.9% | +11.1% | +37.8% | +38.1% |
| 1Y | +19.4% | +12.7% | +6.7% | +9.1% |
| All | +7.6% | +8.2% | -0.6% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling