-98.2%
AMC vs CLBK
+66.9%
-165.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -1.2% | +7.8% | -8.9% | -4.7% |
| 3M | +42.2% | +23.9% | +18.4% | +28.4% |
| 6M | +118.8% | +42.3% | +76.5% | +86.2% |
| YTD | +64.1% | +65.4% | -1.3% | +30.1% |
| 1Y | -9.5% | +70.3% | -79.9% | -29.8% |
| 3Y | -64.3% | +54.5% | -118.8% | -71.8% |
| 5Y | -99.5% | +43.1% | -142.6% | -99.6% |
| All | -98.2% | +66.9% | -165.1% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling