+94.6%
CRH vs AMC
-99.5%
+194.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.7% |
| 7D | -4.8% | -7.1% | +2.3% | -4.4% |
| 30D | -13.1% | -1.7% | -11.4% | -13.1% |
| 3M | -12.0% | +13.5% | -25.4% | -13.3% |
| 6M | -16.9% | +112.6% | -129.5% | -21.5% |
| YTD | -29.0% | +51.3% | -80.3% | -31.7% |
| 1Y | -20.3% | -14.5% | -5.8% | -21.2% |
| 3Y | +69.2% | -67.1% | +136.4% | +70.9% |
| 5Y | +94.6% | -99.5% | +194.2% | +145.6% |
| All | +94.6% | -99.5% | +194.2% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling