-99.1%
AMC vs CNI
+8.0%
-107.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | -2.8% | -1.1% | -1.7% | -1.8% |
| 30D | +14.0% | +7.6% | +6.4% | +7.7% |
| 3M | +42.5% | +1.6% | +40.9% | +40.9% |
| 6M | +142.6% | +16.6% | +126.0% | +110.3% |
| YTD | +119.2% | +31.3% | +88.0% | +68.7% |
| 1Y | +40.7% | +35.2% | +5.5% | +5.3% |
| 3Y | -57.3% | +21.5% | -78.8% | -66.1% |
| 5Y | -99.1% | +8.5% | -107.6% | -99.2% |
| All | -99.1% | +8.0% | -107.1% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling