-99.3%
AMC vs CCEP
+148.1%
-247.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +2.6% | +2.6% | 0.0% | +1.0% |
| 30D | +9.0% | +15.1% | -6.1% | +0.2% |
| 3M | +22.2% | +7.3% | +14.9% | +16.8% |
| 6M | +91.5% | +23.4% | +68.0% | +68.8% |
| YTD | +101.3% | +29.4% | +71.9% | +72.5% |
| 1Y | +20.8% | +34.2% | -13.5% | +1.2% |
| 3Y | -71.3% | +108.4% | -179.7% | -82.7% |
| All | -99.3% | +148.1% | -247.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling