-99.1%
AMC vs CCEP
+139.0%
-238.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +5.5% | +5.4% | +0.1% | +2.3% |
| 30D | +16.1% | +12.8% | +3.3% | +7.7% |
| 3M | +43.0% | +10.9% | +32.1% | +33.7% |
| 6M | +130.7% | +25.6% | +105.0% | +100.0% |
| YTD | +121.8% | +31.0% | +90.8% | +87.3% |
| 1Y | +40.7% | +32.3% | +8.4% | +18.1% |
| 3Y | -56.8% | +110.5% | -167.3% | -74.9% |
| 5Y | -99.1% | +141.8% | -240.9% | -99.5% |
| All | -99.1% | +139.0% | -238.1% | -99.5% |
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