+40.2%
AMC vs CAPR
+47.4%
-7.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.3% | -0.9% | +7.4% |
| 7D | +17.7% | +43.2% | -25.5% | +18.0% |
| 30D | +26.2% | +14.7% | +11.5% | +26.3% |
| 3M | +31.3% | +113.9% | -82.6% | +32.5% |
| 6M | +142.8% | -73.4% | +216.1% | +142.8% |
| YTD | +125.6% | -69.1% | +194.7% | +125.7% |
| 1Y | +40.2% | +47.2% | -7.0% | +41.0% |
| All | +40.2% | +47.4% | -7.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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