-97.7%
AMC vs CAPR
-70.3%
-27.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -12.4% |
| 7D | 0.0% | +29.7% | -29.7% | -0.7% |
| 30D | +4.4% | +11.0% | -6.6% | +4.0% |
| 3M | +15.4% | +118.8% | -103.5% | +12.3% |
| 6M | +93.7% | -73.9% | +167.6% | +96.6% |
| YTD | +97.4% | -70.2% | +167.6% | +99.1% |
| 1Y | +23.2% | +38.3% | -15.1% | +10.0% |
| 3Y | -71.3% | +199.7% | -270.9% | -76.9% |
| 5Y | -99.3% | +130.6% | -229.8% | -99.4% |
| 10Y | -98.7% | -68.5% | -30.2% | -99.1% |
| All | -97.7% | -70.3% | -27.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling