-99.1%
AMC vs CPAY
+88.6%
-187.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +5.5% | +13.1% | -7.6% | -2.9% |
| 30D | +16.1% | +15.5% | +0.6% | +5.5% |
| 3M | +43.0% | +14.7% | +28.3% | +30.4% |
| 6M | +130.7% | +33.6% | +97.0% | +92.0% |
| YTD | +121.8% | +52.7% | +69.1% | +65.2% |
| 1Y | +40.7% | +63.5% | -22.9% | -0.4% |
| 3Y | -56.8% | +98.8% | -155.6% | -77.8% |
| 5Y | -99.1% | +88.6% | -187.7% | -99.5% |
| All | -99.1% | +88.6% | -187.7% | -99.5% |
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 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