-98.7%
AMC vs CP
+253.8%
-352.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | +2.6% | +2.8% | -0.2% | +1.7% |
| 30D | +9.0% | +10.2% | -1.2% | +5.2% |
| 3M | +22.2% | +2.4% | +19.8% | +21.1% |
| 6M | +91.5% | +7.7% | +83.8% | +85.3% |
| YTD | +101.3% | +26.0% | +75.3% | +82.7% |
| 1Y | +20.8% | +34.6% | -13.9% | +6.8% |
| 3Y | -71.3% | +26.7% | -98.0% | -74.3% |
| 5Y | -99.2% | +24.9% | -124.2% | -99.3% |
| All | -98.7% | +253.8% | -352.5% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling