-6.4%
AMC vs CPB
-33.1%
+26.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +4.7% |
| 7D | +2.3% | -8.6% | +10.9% | +3.5% |
| 30D | -0.7% | -7.2% | +6.5% | +0.3% |
| 3M | +35.2% | +0.9% | +34.3% | +37.6% |
| 6M | +124.6% | -11.8% | +136.4% | +128.7% |
| YTD | +69.9% | -19.4% | +89.3% | +73.8% |
| All | -6.4% | -33.1% | +26.7% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling