+406.1%
CRH vs AMC
-98.2%
+504.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.3% |
| 7D | -3.6% | -6.8% | +3.2% | -3.4% |
| 30D | -10.8% | +1.7% | -12.5% | -10.9% |
| 3M | -13.5% | +26.8% | -40.3% | -14.3% |
| 6M | -15.4% | +117.7% | -133.1% | -17.5% |
| YTD | -27.6% | +57.7% | -85.3% | -28.9% |
| 1Y | -18.4% | -12.5% | -5.9% | -18.8% |
| 3Y | +72.5% | -65.7% | +138.2% | +72.8% |
| 5Y | +99.2% | -99.5% | +198.7% | +111.0% |
| 10Y | +257.0% | -99.0% | +356.0% | +275.0% |
| All | +406.1% | -98.2% | +504.3% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling