-64.3%
AMC vs CPAY
+49.5%
-113.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.5% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | -1.2% | +3.6% | -4.7% | -2.6% |
| 3M | +42.2% | +16.6% | +25.6% | +33.6% |
| 6M | +118.8% | +29.5% | +89.3% | +98.6% |
| YTD | +64.1% | +35.3% | +28.8% | +45.7% |
| 1Y | -9.5% | +30.6% | -40.2% | -19.1% |
| 3Y | -64.3% | +49.7% | -114.1% | -69.5% |
| All | -64.3% | +49.5% | -113.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling