-97.7%
AMC vs CCEP
+444.5%
-542.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.8% | -12.9% |
| 7D | 0.0% | +5.7% | -5.7% | -2.0% |
| 30D | +4.4% | +15.3% | -10.9% | -1.1% |
| 3M | +15.4% | +8.0% | +7.3% | +11.9% |
| 6M | +93.7% | +26.7% | +67.0% | +77.4% |
| YTD | +97.4% | +30.7% | +66.7% | +78.8% |
| 1Y | +23.2% | +36.5% | -13.3% | +9.8% |
| 3Y | -71.3% | +111.1% | -182.4% | -78.3% |
| 5Y | -99.3% | +149.7% | -249.0% | -99.5% |
| 10Y | -98.7% | +305.3% | -404.1% | -99.3% |
| All | -97.7% | +444.5% | -542.3% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling