-98.1%
AMC vs CNI
+181.4%
-279.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +2.3% | -2.1% | +4.4% | +3.3% |
| 30D | -0.7% | -3.3% | +2.5% | +0.8% |
| 3M | +35.2% | +3.8% | +31.4% | +31.6% |
| 6M | +124.6% | +12.7% | +111.9% | +110.4% |
| YTD | +69.9% | +26.3% | +43.6% | +49.9% |
| 1Y | -2.6% | +29.9% | -32.5% | -15.4% |
| 3Y | -79.8% | +15.9% | -95.7% | -81.4% |
| 5Y | -99.4% | +6.9% | -106.3% | -99.4% |
| 10Y | -98.9% | +126.8% | -225.7% | -99.3% |
| All | -98.1% | +181.4% | -279.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling