-98.7%
AMC vs CCEP
+299.9%
-398.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.9% |
| 7D | +6.6% | +1.7% | +4.9% | +5.9% |
| 30D | +14.1% | +12.7% | +1.4% | +9.0% |
| 3M | +31.3% | +8.5% | +22.8% | +27.1% |
| 6M | +126.7% | +25.6% | +101.1% | +108.0% |
| YTD | +117.9% | +30.9% | +87.0% | +97.2% |
| 1Y | +41.1% | +32.0% | +9.1% | +27.3% |
| 3Y | -61.0% | +110.9% | -171.9% | -70.6% |
| 5Y | -99.1% | +138.5% | -237.6% | -99.4% |
| 10Y | -98.7% | +302.3% | -401.0% | -99.2% |
| All | -98.7% | +299.9% | -398.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling