-5.1%
CNH vs AMRZ
-19.3%
+14.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.2% | -3.4% |
| 7D | +6.4% | -4.0% | +10.4% | +8.1% |
| 30D | -1.6% | +12.4% | -14.0% | -5.8% |
| 3M | +11.6% | -11.5% | +23.1% | +16.3% |
| 6M | +12.5% | -21.6% | +34.1% | +21.6% |
| YTD | +31.1% | -23.4% | +54.4% | +41.5% |
| 1Y | +17.0% | -17.2% | +34.2% | +23.5% |
| All | -5.1% | -19.3% | +14.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling