-14.6%
CRH vs AMT
-7.7%
-6.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -5.4% | +4.6% | -10.0% | -5.7% |
| 3M | -11.2% | -8.4% | -2.7% | -10.2% |
| 6M | -15.8% | -6.0% | -9.8% | -15.4% |
| YTD | -23.6% | +2.1% | -25.8% | -23.7% |
| 1Y | -14.6% | -6.4% | -8.2% | -13.8% |
| All | -14.6% | -7.7% | -6.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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