+40.2%
AMC vs CNI
+37.5%
+2.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +6.9% |
| 7D | +17.7% | +3.7% | +14.0% | +17.0% |
| 30D | +26.2% | +8.1% | +18.1% | +24.5% |
| 3M | +31.3% | +1.9% | +29.5% | +30.6% |
| 6M | +142.8% | +19.2% | +123.6% | +127.3% |
| YTD | +125.6% | +32.7% | +92.9% | +101.7% |
| 1Y | +40.2% | +37.0% | +3.2% | +22.5% |
| All | +40.2% | +37.5% | +2.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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