-97.7%
AMC vs CG
+128.3%
-226.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.5% | -6.0% | -9.5% |
| 7D | 0.0% | -1.5% | +1.5% | +1.1% |
| 30D | +4.4% | +2.8% | +1.6% | +3.4% |
| 3M | +15.4% | -19.2% | +34.6% | +27.1% |
| 6M | +93.7% | -21.0% | +114.7% | +114.6% |
| YTD | +97.4% | -31.0% | +128.4% | +131.5% |
| 1Y | +23.2% | -21.1% | +44.3% | +35.7% |
| 3Y | -71.3% | +48.8% | -120.1% | -78.1% |
| 5Y | -99.3% | -21.5% | -77.7% | -99.3% |
| 10Y | -98.7% | +298.1% | -396.9% | -99.3% |
| All | -97.7% | +128.3% | -226.0% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling