+93.7%
AMC vs CAPR
-74.5%
+168.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -12.6% |
| 7D | 0.0% | +29.7% | -29.7% | +1.1% |
| 30D | +4.4% | +11.0% | -6.6% | +4.6% |
| 3M | +15.4% | +118.8% | -103.5% | +26.4% |
| 6M | +93.7% | -73.9% | +167.6% | +81.2% |
| All | +93.7% | -74.5% | +168.2% | +81.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling