+93.7%
AMC vs CCEP
+28.5%
+65.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.8% | -12.9% |
| 7D | 0.0% | +5.7% | -5.7% | -2.2% |
| 30D | +4.4% | +15.3% | -10.9% | -2.1% |
| 3M | +15.4% | +8.0% | +7.3% | +10.7% |
| 6M | +93.7% | +26.7% | +67.0% | +94.3% |
| All | +93.7% | +28.5% | +65.2% | +94.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling