+142.8%
AMC vs CP
+10.4%
+132.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +7.2% |
| 7D | +17.7% | +5.6% | +12.2% | +17.7% |
| 30D | +26.2% | +10.0% | +16.1% | +26.4% |
| 3M | +31.3% | +4.4% | +26.9% | +31.6% |
| 6M | +142.8% | +14.1% | +128.7% | +132.7% |
| All | +142.8% | +10.4% | +132.4% | +132.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling