+68.0%
CNH vs AMCR
+56.5%
+11.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | -1.9% | +25.2% | +24.5% |
| 30D | +33.5% | -4.1% | +37.5% | +36.4% |
| 3M | +32.7% | +21.7% | +11.0% | +20.5% |
| 6M | +22.2% | +1.5% | +20.7% | +21.2% |
| YTD | +57.7% | +13.1% | +44.6% | +48.2% |
| 1Y | +28.0% | +13.0% | +15.0% | +19.9% |
| 3Y | +11.5% | +6.9% | +4.6% | +7.0% |
| 5Y | +11.9% | -10.5% | +22.3% | +15.7% |
| 10Y | +162.8% | +20.9% | +141.9% | +134.7% |
| All | +68.0% | +56.5% | +11.4% | +52.5% |
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 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