-99.3%
AMC vs CP
+24.4%
-123.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.0% |
| 7D | +2.6% | +2.8% | -0.2% | +1.0% |
| 30D | +9.0% | +10.2% | -1.2% | +2.6% |
| 3M | +22.2% | +2.4% | +19.8% | +20.2% |
| 6M | +91.5% | +7.7% | +83.8% | +80.5% |
| YTD | +101.3% | +26.0% | +75.3% | +68.6% |
| 1Y | +20.8% | +34.6% | -13.9% | -3.6% |
| 3Y | -71.3% | +26.7% | -98.0% | -77.5% |
| All | -99.3% | +24.4% | -123.7% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling