-98.5%
AMC vs CFG
+396.4%
-494.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +2.3% | +1.5% | +0.8% | +1.4% |
| 30D | -0.7% | -3.8% | +3.1% | +1.2% |
| 3M | +35.2% | +11.5% | +23.7% | +26.0% |
| 6M | +124.6% | +19.2% | +105.4% | +102.4% |
| YTD | +69.9% | +23.7% | +46.2% | +49.4% |
| 1Y | -2.6% | +38.8% | -41.4% | -20.1% |
| 3Y | -79.8% | +178.9% | -258.7% | -89.0% |
| 5Y | -99.4% | +101.8% | -201.2% | -99.6% |
| 10Y | -98.9% | +317.3% | -416.1% | -99.6% |
| All | -98.5% | +396.4% | -494.8% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling