-14.5%
AMC vs CNI
+31.9%
-46.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -7.1% | -1.1% | -6.0% | -6.9% |
| 30D | -1.7% | -3.5% | +1.9% | -1.2% |
| 3M | +13.5% | +2.2% | +11.3% | +11.9% |
| 6M | +112.6% | +15.1% | +97.5% | +99.6% |
| YTD | +51.3% | +24.7% | +26.6% | +38.9% |
| 1Y | -14.5% | +33.4% | -47.9% | -23.5% |
| All | -14.5% | +31.9% | -46.4% | -23.5% |
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