-99.5%
AMC vs CPAY
+56.4%
-155.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.0% |
| 7D | -0.8% | +0.6% | -1.3% | -1.1% |
| 30D | -1.2% | +3.6% | -4.7% | -3.4% |
| 3M | +42.2% | +16.6% | +25.6% | +28.9% |
| 6M | +118.8% | +29.5% | +89.3% | +86.1% |
| YTD | +64.1% | +35.3% | +28.8% | +32.9% |
| 1Y | -9.5% | +30.6% | -40.2% | -25.6% |
| 3Y | -64.3% | +49.7% | -114.1% | -76.4% |
| 5Y | -99.5% | +54.4% | -153.9% | -99.7% |
| All | -99.5% | +56.4% | -155.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling