-99.3%
AMC vs CAPR
+126.3%
-225.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -12.5% |
| 7D | 0.0% | +29.7% | -29.7% | -0.1% |
| 30D | +4.4% | +11.0% | -6.6% | +4.4% |
| 3M | +15.4% | +118.8% | -103.5% | +15.3% |
| 6M | +93.7% | -73.9% | +167.6% | +94.4% |
| YTD | +97.4% | -70.2% | +167.6% | +97.9% |
| 1Y | +23.2% | +38.3% | -15.1% | +20.4% |
| 3Y | -71.3% | +199.7% | -270.9% | -74.5% |
| 5Y | -99.3% | +130.6% | -229.8% | -99.5% |
| All | -99.3% | +126.3% | -225.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling