-98.9%
AMC vs CPB
-47.3%
-51.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +5.4% |
| 7D | +2.3% | -8.6% | +10.9% | +5.3% |
| 30D | -0.7% | -7.2% | +6.5% | +1.8% |
| 3M | +35.2% | +0.9% | +34.3% | +33.9% |
| 6M | +124.6% | -11.8% | +136.4% | +132.1% |
| YTD | +69.9% | -19.4% | +89.3% | +80.4% |
| 1Y | -2.6% | -30.4% | +27.8% | +8.5% |
| 3Y | -79.8% | -40.2% | -39.6% | -77.0% |
| 5Y | -99.4% | -39.5% | -59.9% | -99.4% |
| All | -98.9% | -47.3% | -51.5% | -98.6% |
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