+7.9%
CNH vs AMRZ
-17.3%
+25.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -4.0% |
| 7D | +8.8% | -2.0% | +10.8% | +9.7% |
| 30D | +24.7% | -9.8% | +34.5% | +29.3% |
| 3M | +27.3% | -17.2% | +44.6% | +35.5% |
| 6M | +23.2% | -26.9% | +50.1% | +35.1% |
| YTD | +48.9% | -21.5% | +70.4% | +59.6% |
| 1Y | +19.4% | -22.9% | +42.3% | +27.3% |
| All | +7.9% | -17.3% | +25.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling