-98.7%
AMC vs CP
+255.2%
-353.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | +5.5% | +2.8% | +2.7% | +4.5% |
| 30D | +16.1% | +11.0% | +5.1% | +11.8% |
| 3M | +43.0% | +3.8% | +39.1% | +40.9% |
| 6M | +130.7% | +9.5% | +121.2% | +121.9% |
| YTD | +121.8% | +28.2% | +93.6% | +100.1% |
| 1Y | +40.7% | +33.0% | +7.7% | +25.2% |
| 3Y | -56.8% | +35.5% | -92.4% | -62.4% |
| 5Y | -99.1% | +25.8% | -124.9% | -99.2% |
| 10Y | -98.7% | +250.7% | -349.4% | -99.2% |
| All | -98.7% | +255.2% | -353.9% | -99.2% |
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