-98.7%
AMC vs CAPR
-68.5%
-30.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.7% | +1.8% |
| 7D | +2.6% | +41.1% | -38.5% | +1.6% |
| 30D | +9.0% | +11.1% | -2.1% | +8.6% |
| 3M | +22.2% | +115.3% | -93.1% | +18.9% |
| 6M | +91.5% | -73.8% | +165.3% | +94.4% |
| YTD | +101.3% | -68.8% | +170.1% | +102.8% |
| 1Y | +20.8% | +43.3% | -22.5% | +7.2% |
| 3Y | -71.3% | +214.7% | -286.0% | -77.4% |
| 5Y | -99.2% | +141.3% | -240.5% | -99.4% |
| All | -98.7% | -68.5% | -30.2% | -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