-2.8%
CNH vs AMRZ
-17.1%
+14.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +7.6% | +16.2% | -8.5% | +1.9% |
| 3M | +17.0% | -8.9% | +25.9% | +20.7% |
| 6M | +12.9% | -20.1% | +33.1% | +21.1% |
| YTD | +34.3% | -21.3% | +55.5% | +43.5% |
| 1Y | +28.5% | -12.6% | +41.2% | +33.7% |
| All | -2.8% | -17.1% | +14.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling