+71.6%
CRH vs AMC
-66.8%
+138.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.8% |
| 7D | -6.1% | -7.2% | +1.1% | -5.7% |
| 30D | -9.3% | -2.8% | -6.5% | -9.2% |
| 3M | -15.2% | +7.9% | -23.1% | -15.9% |
| 6M | -14.2% | +119.6% | -133.8% | -18.3% |
| YTD | -28.3% | +57.7% | -85.9% | -30.8% |
| 1Y | -21.8% | -12.1% | -9.6% | -23.1% |
| 3Y | +71.6% | -66.5% | +138.1% | +69.0% |
| All | +71.6% | -66.8% | +138.5% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling