-98.8%
AMC vs CPB
-38.9%
-59.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.7% |
| 7D | +3.5% | -1.6% | +5.1% | +3.9% |
| 30D | +12.5% | +19.2% | -6.8% | +6.0% |
| 3M | +23.6% | -0.9% | +24.5% | +23.4% |
| 6M | +144.4% | +15.2% | +129.1% | +130.5% |
| YTD | +108.3% | -13.1% | +121.4% | +114.9% |
| 1Y | +38.9% | -22.4% | +61.3% | +49.2% |
| 3Y | -58.9% | -35.3% | -23.6% | -54.2% |
| 5Y | -99.2% | -33.0% | -66.2% | -99.2% |
| All | -98.8% | -38.9% | -59.9% | -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