-99.2%
AMC vs CLBK
+27.8%
-127.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +3.5% | +0.9% | +2.6% | +3.2% |
| 30D | +12.5% | +3.4% | +9.0% | +11.0% |
| 3M | +23.6% | -4.3% | +27.8% | +25.6% |
| 6M | +144.4% | +28.4% | +116.0% | +118.9% |
| YTD | +108.3% | +59.4% | +48.9% | +71.4% |
| 1Y | +38.9% | +64.8% | -25.9% | +12.6% |
| 3Y | -58.9% | +50.6% | -109.5% | -66.2% |
| All | -99.2% | +27.8% | -127.0% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling