-99.3%
AMC vs CF
+125.5%
-224.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +6.2% | -18.7% | -13.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +4.4% | +2.2% | +2.2% | +3.9% |
| 3M | +15.4% | +2.1% | +13.2% | +14.3% |
| 6M | +93.7% | -6.5% | +100.2% | +93.6% |
| YTD | +97.4% | +55.6% | +41.9% | +69.0% |
| 1Y | +23.2% | +42.3% | -19.1% | +8.0% |
| 3Y | -71.3% | +55.7% | -127.0% | -76.4% |
| 5Y | -99.3% | +122.4% | -221.7% | -99.6% |
| All | -99.3% | +125.5% | -224.7% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling