-2.6%
AMC vs CLBK
+73.3%
-75.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | +1.2% | +1.1% | +1.6% |
| 30D | -0.7% | +9.1% | -9.9% | -5.9% |
| 3M | +35.2% | +27.7% | +7.5% | +18.2% |
| 6M | +124.6% | +40.8% | +83.7% | +87.6% |
| YTD | +69.9% | +66.4% | +3.5% | +40.0% |
| 1Y | -2.6% | +72.4% | -75.0% | -20.9% |
| All | -2.6% | +73.3% | -75.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling