-98.7%
AMC vs CFG
+248.3%
-346.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.3% | +6.7% |
| 7D | +6.6% | +0.3% | +6.3% | +6.8% |
| 30D | +14.1% | +3.2% | +10.9% | +12.5% |
| 3M | +31.3% | -9.7% | +41.0% | +38.8% |
| 6M | +126.7% | +3.6% | +123.0% | +119.7% |
| YTD | +117.9% | +14.7% | +103.3% | +99.1% |
| 1Y | +41.1% | +29.6% | +11.5% | +20.2% |
| 3Y | -61.0% | +190.6% | -251.5% | -80.1% |
| 5Y | -99.1% | +67.1% | -166.2% | -99.4% |
| 10Y | -98.7% | +237.0% | -335.7% | -99.5% |
| All | -98.7% | +248.3% | -346.9% | -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