-97.4%
AMC vs CF
+242.8%
-340.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.4% | +11.7% | +8.4% |
| 7D | +17.7% | -6.9% | +24.6% | +19.6% |
| 30D | +26.2% | -3.7% | +29.9% | +26.9% |
| 3M | +31.3% | -5.0% | +36.3% | +31.6% |
| 6M | +142.8% | -10.5% | +153.2% | +144.4% |
| YTD | +125.6% | +46.5% | +79.1% | +89.9% |
| 1Y | +40.2% | +34.8% | +5.4% | +21.0% |
| 3Y | -67.2% | +46.7% | -113.9% | -73.4% |
| 5Y | -99.1% | +112.0% | -211.1% | -99.4% |
| 10Y | -98.5% | +529.7% | -628.2% | -99.3% |
| All | -97.4% | +242.8% | -340.2% | -98.6% |
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 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