+245.6%
CRH vs AMT
+109.6%
+136.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | -9.3% | +4.4% | -13.6% | -10.6% |
| 3M | -15.2% | -5.2% | -10.0% | -14.1% |
| 6M | -14.2% | -0.8% | -13.4% | -14.6% |
| YTD | -28.3% | +3.3% | -31.5% | -29.8% |
| 1Y | -21.8% | -6.0% | -15.8% | -21.1% |
| 3Y | +71.6% | +9.6% | +62.0% | +57.0% |
| 5Y | +96.6% | -29.2% | +125.9% | +112.4% |
| All | +245.6% | +109.6% | +136.0% | +222.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling