-98.7%
AMC vs CG
+290.3%
-389.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +2.6% | -1.2% | +3.8% | +3.7% |
| 30D | +9.0% | +5.0% | +4.0% | +6.6% |
| 3M | +22.2% | -18.2% | +40.4% | +35.2% |
| 6M | +91.5% | -20.7% | +112.2% | +114.2% |
| YTD | +101.3% | -31.4% | +132.7% | +140.9% |
| 1Y | +20.8% | -22.3% | +43.0% | +35.3% |
| 3Y | -71.3% | +50.2% | -121.5% | -79.5% |
| 5Y | -99.2% | -22.1% | -77.2% | -99.2% |
| All | -98.7% | +290.3% | -389.0% | -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