-80.6%
AMC vs CF
+73.9%
-154.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +4.2% |
| 7D | +2.3% | +6.0% | -3.7% | +2.6% |
| 30D | -0.7% | +14.8% | -15.6% | 0.0% |
| 3M | +35.2% | +14.1% | +21.1% | +36.4% |
| 6M | +124.6% | +28.5% | +96.0% | +120.3% |
| YTD | +69.9% | +74.9% | -5.1% | +58.7% |
| 1Y | -2.6% | +61.7% | -64.3% | -8.0% |
| All | -80.6% | +73.9% | -154.5% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling