-98.7%
AMC vs CAPR
-64.9%
-33.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.2% | +8.0% |
| 7D | +6.6% | +36.0% | -29.5% | +5.7% |
| 30D | +14.1% | +25.8% | -11.7% | +13.3% |
| 3M | +31.3% | +140.8% | -109.6% | +27.4% |
| 6M | +126.7% | -67.6% | +194.2% | +128.8% |
| YTD | +117.9% | -65.9% | +183.8% | +119.1% |
| 1Y | +41.1% | +66.1% | -25.0% | +24.5% |
| 3Y | -61.0% | +256.9% | -317.8% | -69.4% |
| 5Y | -99.1% | +172.1% | -271.2% | -99.4% |
| 10Y | -98.7% | -64.7% | -34.0% | -99.2% |
| All | -98.7% | -64.9% | -33.7% | -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