+38.9%
AMC vs CP
+31.6%
+7.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +3.5% | +2.1% | +1.4% | +3.0% |
| 30D | +12.5% | +9.3% | +3.1% | +10.7% |
| 3M | +23.6% | +0.5% | +23.1% | +23.2% |
| 6M | +144.4% | +10.4% | +133.9% | +133.8% |
| YTD | +108.3% | +28.7% | +79.6% | +90.1% |
| 1Y | +38.9% | +33.2% | +5.7% | +23.1% |
| All | +38.9% | +31.6% | +7.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling