-98.7%
AMC vs CG
+308.6%
-407.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | +5.5% | +2.0% | +3.5% | +4.9% |
| 30D | +16.1% | +8.5% | +7.6% | +11.8% |
| 3M | +43.0% | -12.1% | +55.1% | +52.7% |
| 6M | +130.7% | -16.4% | +147.1% | +151.4% |
| YTD | +121.8% | -28.0% | +149.8% | +159.2% |
| 1Y | +40.7% | -18.9% | +59.5% | +54.3% |
| 3Y | -56.8% | +51.2% | -108.1% | -69.1% |
| 5Y | -99.1% | -15.9% | -83.2% | -99.1% |
| 10Y | -98.7% | +305.9% | -404.6% | -99.3% |
| All | -98.7% | +308.6% | -407.3% | -99.3% |
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