+13.2%
CNH vs AMCR
-10.2%
+23.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +4.0% |
| 7D | +1.8% | -6.3% | +8.1% | +6.3% |
| 30D | +32.6% | -7.1% | +39.8% | +39.5% |
| 3M | +29.4% | +12.7% | +16.8% | +19.5% |
| 6M | +26.0% | +5.2% | +20.8% | +21.5% |
| YTD | +52.2% | +8.1% | +44.2% | +43.4% |
| 1Y | +23.9% | +11.7% | +12.1% | +13.6% |
| 3Y | +10.1% | +9.9% | +0.2% | +0.7% |
| 5Y | +13.2% | -8.7% | +21.8% | +14.6% |
| All | +13.2% | -10.2% | +23.4% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling