-98.8%
AMC vs CFG
+216.2%
-315.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +3.5% | +3.2% | +0.3% | +1.8% |
| 30D | +12.5% | +5.1% | +7.3% | +9.8% |
| 3M | +23.6% | -11.2% | +34.8% | +31.8% |
| 6M | +144.4% | +9.6% | +134.8% | +129.3% |
| YTD | +108.3% | +15.0% | +93.4% | +89.9% |
| 1Y | +38.9% | +29.9% | +9.0% | +18.0% |
| 3Y | -58.9% | +192.1% | -251.0% | -79.1% |
| 5Y | -99.2% | +62.3% | -161.5% | -99.4% |
| All | -98.8% | +216.2% | -315.0% | -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