-98.7%
AMC vs CPB
-37.5%
-61.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | +2.6% | +8.0% | -5.4% | +0.1% |
| 30D | +9.0% | +22.4% | -13.4% | +1.9% |
| 3M | +22.2% | +3.8% | +18.3% | +20.4% |
| 6M | +91.5% | +13.7% | +77.8% | +81.7% |
| YTD | +101.3% | -11.7% | +113.0% | +106.8% |
| 1Y | +20.8% | -18.1% | +38.9% | +27.3% |
| 3Y | -71.3% | -34.7% | -36.6% | -68.1% |
| 5Y | -99.2% | -30.6% | -68.7% | -99.2% |
| All | -98.7% | -37.5% | -61.2% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling