-98.7%
AMC vs CFG
+242.7%
-341.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.4% |
| 30D | +9.0% | +1.1% | +8.0% | +8.7% |
| 3M | +22.2% | -12.0% | +34.2% | +30.9% |
| 6M | +91.5% | -2.2% | +93.7% | +91.6% |
| YTD | +101.3% | +11.4% | +89.9% | +86.6% |
| 1Y | +20.8% | +27.8% | -7.1% | +3.4% |
| 3Y | -71.3% | +173.3% | -244.6% | -84.8% |
| 5Y | -99.2% | +62.4% | -161.7% | -99.5% |
| All | -98.7% | +242.7% | -341.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling