-97.5%
AMC vs CNI
+193.1%
-290.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +8.4% | +1.0% | +7.4% | +8.0% |
| 30D | +9.2% | +7.5% | +1.7% | +5.7% |
| 3M | +32.0% | +1.7% | +30.3% | +31.1% |
| 6M | +149.3% | +15.4% | +133.8% | +131.4% |
| YTD | +114.1% | +31.5% | +82.6% | +85.7% |
| 1Y | +35.8% | +32.8% | +3.0% | +17.2% |
| 3Y | -58.3% | +21.7% | -80.0% | -62.6% |
| 5Y | -99.2% | +8.7% | -107.9% | -99.2% |
| 10Y | -98.8% | +143.3% | -242.1% | -99.2% |
| All | -97.5% | +193.1% | -290.6% | -98.6% |
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