+631.0%
CRH vs AMCR
+93.5%
+537.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | -6.1% | -6.3% | +0.2% | -3.6% |
| 30D | -9.3% | -7.8% | -1.5% | -6.3% |
| 3M | -15.2% | +7.5% | -22.7% | -17.5% |
| 6M | -14.2% | +2.7% | -16.9% | -15.2% |
| YTD | -28.3% | +6.0% | -34.3% | -30.3% |
| 1Y | -21.8% | +7.8% | -29.6% | -24.6% |
| 3Y | +71.6% | +5.8% | +65.8% | +64.9% |
| 5Y | +96.6% | -11.6% | +108.2% | +102.2% |
| 10Y | +253.8% | +14.6% | +239.2% | +221.9% |
| All | +631.0% | +93.5% | +537.5% | +538.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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