-97.7%
AMC vs CP
+252.5%
-350.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.8% | -12.3% |
| 7D | 0.0% | +6.1% | -6.1% | -1.9% |
| 30D | +4.4% | +9.8% | -5.3% | +1.2% |
| 3M | +15.4% | +2.7% | +12.6% | +14.3% |
| 6M | +93.7% | +12.8% | +80.9% | +85.0% |
| YTD | +97.4% | +28.2% | +69.3% | +79.6% |
| 1Y | +23.2% | +34.1% | -10.9% | +10.2% |
| 3Y | -71.3% | +28.9% | -100.1% | -74.2% |
| 5Y | -99.3% | +27.1% | -126.3% | -99.3% |
| 10Y | -98.7% | +264.8% | -363.5% | -99.3% |
| All | -97.7% | +252.5% | -350.3% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling