+38.2%
AMC vs CPB
-20.9%
+59.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.4% | +8.5% |
| 7D | +6.6% | +3.3% | +3.3% | +5.9% |
| 30D | +14.1% | +19.0% | -4.9% | +11.1% |
| 3M | +31.3% | +0.4% | +30.8% | +31.2% |
| 6M | +126.7% | +13.0% | +113.7% | +126.3% |
| YTD | +117.9% | -12.7% | +130.7% | +124.6% |
| All | +38.2% | -20.9% | +59.1% | +48.6% |
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