+38.2%
AMC vs CAPR
+64.2%
-26.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.2% | +8.3% |
| 7D | +6.6% | +36.0% | -29.5% | +6.8% |
| 30D | +14.1% | +25.8% | -11.7% | +14.2% |
| 3M | +31.3% | +140.8% | -109.6% | +32.5% |
| 6M | +126.7% | -67.6% | +194.2% | +126.8% |
| YTD | +117.9% | -65.9% | +183.8% | +118.1% |
| All | +38.2% | +64.2% | -26.0% | +39.5% |
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