+20.8%
AMC vs CAPR
+43.1%
-22.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.7% | +2.0% |
| 7D | +2.6% | +41.1% | -38.5% | +2.8% |
| 30D | +9.0% | +11.1% | -2.1% | +9.1% |
| 3M | +22.2% | +115.3% | -93.1% | +23.2% |
| 6M | +91.5% | -73.8% | +165.3% | +91.5% |
| YTD | +101.3% | -68.8% | +170.1% | +101.4% |
| 1Y | +20.8% | +43.3% | -22.5% | +21.4% |
| All | +20.8% | +43.1% | -22.3% | +21.4% |
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