-97.4%
AMC vs CP
+255.0%
-352.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +6.1% |
| 7D | +17.7% | +5.6% | +12.2% | +15.6% |
| 30D | +26.2% | +10.0% | +16.1% | +22.1% |
| 3M | +31.3% | +4.4% | +26.9% | +29.4% |
| 6M | +142.8% | +14.1% | +128.7% | +130.9% |
| YTD | +125.6% | +29.1% | +96.6% | +104.7% |
| 1Y | +40.2% | +34.6% | +5.7% | +25.3% |
| 3Y | -67.2% | +29.8% | -96.9% | -70.6% |
| 5Y | -99.1% | +28.7% | -127.8% | -99.2% |
| 10Y | -98.5% | +267.3% | -365.9% | -99.1% |
| All | -97.4% | +255.0% | -352.4% | -98.4% |
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 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