-98.1%
AMC vs CF
+309.4%
-407.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +5.2% |
| 7D | +2.3% | +6.0% | -3.7% | +0.7% |
| 30D | -0.7% | +14.8% | -15.6% | -4.7% |
| 3M | +35.2% | +14.1% | +21.1% | +29.7% |
| 6M | +124.6% | +28.5% | +96.0% | +101.1% |
| YTD | +69.9% | +74.9% | -5.1% | +37.4% |
| 1Y | -2.6% | +61.7% | -64.3% | -19.6% |
| 3Y | -79.8% | +80.3% | -160.1% | -84.4% |
| 5Y | -99.4% | +226.0% | -325.4% | -99.6% |
| 10Y | -98.9% | +569.9% | -668.7% | -99.5% |
| All | -98.1% | +309.4% | -407.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling