+10.2%
CNH vs AMRZ
-19.2%
+29.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.0% |
| 7D | +1.8% | -4.7% | +6.5% | +3.6% |
| 30D | +32.6% | -11.3% | +43.9% | +38.3% |
| 3M | +29.4% | -22.1% | +51.5% | +40.5% |
| 6M | +26.0% | -29.6% | +55.6% | +39.8% |
| YTD | +52.2% | -23.3% | +75.5% | +64.4% |
| 1Y | +23.9% | -23.7% | +47.6% | +32.8% |
| All | +10.2% | -19.2% | +29.5% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling