-98.9%
AMC vs CP
+220.9%
-319.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +2.3% | -2.7% | +5.0% | +3.3% |
| 30D | -0.7% | +0.2% | -0.9% | -0.8% |
| 3M | +35.2% | +2.6% | +32.6% | +33.3% |
| 6M | +124.6% | +6.0% | +118.6% | +118.5% |
| YTD | +69.9% | +24.9% | +44.9% | +54.8% |
| 1Y | -2.6% | +20.1% | -22.7% | -10.1% |
| 3Y | -79.8% | +16.4% | -96.2% | -81.2% |
| 5Y | -99.4% | +31.7% | -131.1% | -99.5% |
| All | -98.9% | +220.9% | -319.8% | -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