-98.1%
AMC vs CPAY
+250.7%
-348.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +2.3% | +2.1% | +0.2% | +1.4% |
| 30D | -0.7% | +5.5% | -6.3% | -3.1% |
| 3M | +35.2% | +16.6% | +18.6% | +26.6% |
| 6M | +124.6% | +26.7% | +97.9% | +103.1% |
| YTD | +69.9% | +38.4% | +31.5% | +46.4% |
| 1Y | -2.6% | +30.1% | -32.7% | -14.2% |
| 3Y | -79.8% | +52.6% | -132.4% | -83.9% |
| 5Y | -99.4% | +59.0% | -158.4% | -99.5% |
| 10Y | -98.9% | +148.4% | -247.3% | -99.3% |
| All | -98.1% | +250.7% | -348.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling