+38.9%
CNH vs AMCR
+56.6%
-17.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.0% | -2.4% | +5.4% | +4.3% |
| 30D | -0.6% | +3.6% | -4.2% | -2.5% |
| 3M | +14.6% | -4.2% | +18.8% | +17.0% |
| 6M | +11.8% | +15.5% | -3.8% | +4.0% |
| YTD | +30.4% | +9.7% | +20.7% | +24.2% |
| 1Y | +19.1% | +8.3% | +10.8% | +14.0% |
| 3Y | +30.2% | +15.4% | +14.8% | +20.6% |
| 5Y | -17.8% | -9.1% | -8.7% | -15.6% |
| 10Y | +103.9% | +18.6% | +85.3% | +81.8% |
| All | +38.9% | +56.6% | -17.6% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling