+1,658.3%
CRH vs AMT
+1,310.4%
+347.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -9.5% | +1.8% | -11.3% | -9.8% |
| 3M | -10.4% | -6.2% | -4.2% | -9.6% |
| 6M | -14.2% | -5.0% | -9.2% | -13.7% |
| YTD | -26.6% | +2.1% | -28.6% | -27.2% |
| 1Y | -18.2% | -5.7% | -12.5% | -17.9% |
| 3Y | +74.9% | +7.9% | +67.0% | +69.4% |
| 5Y | +101.7% | -32.3% | +134.0% | +111.0% |
| 10Y | +249.4% | +95.0% | +154.4% | +207.4% |
| All | +1,658.3% | +1,310.4% | +347.9% | +1,187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling