-14.6%
CRH vs AMC
-2.6%
-12.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.0% |
| 7D | -1.7% | +2.3% | -4.0% | -1.9% |
| 30D | -5.4% | -0.7% | -4.6% | -5.4% |
| 3M | -11.2% | +35.2% | -46.4% | -15.4% |
| 6M | -15.8% | +124.6% | -140.4% | -28.5% |
| YTD | -23.6% | +69.9% | -93.5% | -31.5% |
| 1Y | -14.6% | -2.6% | -12.0% | -15.6% |
| All | -14.6% | -2.6% | -12.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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