-98.7%
AMC vs CG
+299.0%
-397.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -2.8% | -3.8% | +1.0% | -0.5% |
| 30D | +14.0% | +7.5% | +6.5% | +10.3% |
| 3M | +42.5% | -14.4% | +56.9% | +54.2% |
| 6M | +142.6% | -15.7% | +158.2% | +162.9% |
| YTD | +119.2% | -29.0% | +148.2% | +158.0% |
| 1Y | +40.7% | -22.1% | +62.8% | +57.7% |
| 3Y | -57.3% | +49.1% | -106.4% | -69.2% |
| 5Y | -99.1% | -18.4% | -80.7% | -99.2% |
| 10Y | -98.7% | +295.1% | -393.8% | -99.4% |
| All | -98.7% | +299.0% | -397.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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