-98.7%
AMC vs CAPR
-59.1%
-39.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +26.5% | -27.6% | -1.9% |
| 7D | -2.8% | +25.8% | -28.6% | -3.6% |
| 30D | +14.0% | +50.2% | -36.2% | +12.5% |
| 3M | +42.5% | +185.5% | -143.0% | +37.4% |
| 6M | +142.6% | -64.8% | +207.4% | +144.0% |
| YTD | +119.2% | -61.1% | +180.4% | +119.3% |
| 1Y | +40.7% | +81.0% | -40.2% | +23.9% |
| 3Y | -57.3% | +300.7% | -358.0% | -66.7% |
| 5Y | -99.1% | +223.3% | -322.5% | -99.3% |
| 10Y | -98.7% | -58.8% | -40.0% | -99.2% |
| All | -98.7% | -59.1% | -39.7% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling