-98.9%
AMC vs CG
+362.4%
-461.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +5.2% |
| 7D | +2.3% | -4.3% | +6.6% | +4.5% |
| 30D | -0.7% | -5.1% | +4.3% | +1.9% |
| 3M | +35.2% | +8.7% | +26.5% | +28.6% |
| 6M | +124.6% | -9.2% | +133.8% | +134.9% |
| YTD | +69.9% | -18.9% | +88.7% | +86.8% |
| 1Y | -2.6% | -25.6% | +23.1% | +10.9% |
| 3Y | -79.8% | +57.3% | -137.0% | -85.7% |
| 5Y | -99.4% | +10.2% | -109.6% | -99.5% |
| All | -98.9% | +362.4% | -461.3% | -99.5% |
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