+28.0%
CNH vs AMRZ
-14.5%
+42.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +23.3% | -1.9% | +25.2% | +24.1% |
| 30D | +33.5% | -16.9% | +50.4% | +42.6% |
| 3M | +32.7% | -19.2% | +51.9% | +42.6% |
| 6M | +22.2% | -29.3% | +51.5% | +35.0% |
| YTD | +57.7% | -18.0% | +75.7% | +66.2% |
| 1Y | +28.0% | -15.1% | +43.1% | +31.9% |
| All | +28.0% | -14.5% | +42.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling