-99.5%
AMC vs CNI
+11.4%
-110.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -0.8% | +2.5% | -3.3% | -2.7% |
| 30D | -1.2% | -2.5% | +1.4% | +0.8% |
| 3M | +42.2% | +2.7% | +39.5% | +36.9% |
| 6M | +118.8% | +16.9% | +101.9% | +88.5% |
| YTD | +64.1% | +26.3% | +37.8% | +30.9% |
| 1Y | -9.5% | +31.1% | -40.6% | -30.7% |
| 3Y | -64.3% | +21.1% | -85.4% | -71.8% |
| 5Y | -99.5% | +11.0% | -110.5% | -99.5% |
| All | -99.5% | +11.4% | -110.9% | -99.5% |
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 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