-2.6%
AMC vs CNI
+29.8%
-32.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | -0.7% | -3.3% | +2.5% | -0.4% |
| 3M | +35.2% | +3.8% | +31.4% | +32.9% |
| 6M | +124.6% | +12.7% | +111.9% | +112.0% |
| YTD | +69.9% | +26.3% | +43.6% | +56.2% |
| 1Y | -2.6% | +29.9% | -32.5% | -11.1% |
| All | -2.6% | +29.8% | -32.3% | -11.1% |
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