-98.2%
AMC vs CFG
+351.2%
-449.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.1% | -9.4% | -10.8% |
| 7D | 0.0% | -2.2% | +2.2% | +1.4% |
| 30D | +4.4% | +0.4% | +4.0% | +4.5% |
| 3M | +15.4% | -12.6% | +27.9% | +23.8% |
| 6M | +93.7% | +0.6% | +93.1% | +91.0% |
| YTD | +97.4% | +12.4% | +85.0% | +82.7% |
| 1Y | +23.2% | +27.7% | -4.5% | +6.2% |
| 3Y | -71.3% | +172.4% | -243.6% | -84.4% |
| 5Y | -99.3% | +64.0% | -163.2% | -99.5% |
| 10Y | -98.7% | +252.8% | -351.6% | -99.5% |
| All | -98.2% | +351.2% | -449.4% | -99.3% |
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