-99.3%
AMC vs CPB
-31.3%
-68.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +2.6% | +8.0% | -5.4% | +2.5% |
| 30D | +9.0% | +22.4% | -13.4% | +8.7% |
| 3M | +22.2% | +2.5% | +19.7% | +22.0% |
| 6M | +91.5% | +12.2% | +79.2% | +92.2% |
| YTD | +101.3% | -12.8% | +114.1% | +100.8% |
| 1Y | +20.8% | -19.2% | +39.9% | +20.2% |
| 3Y | -71.3% | -35.6% | -35.8% | -71.4% |
| All | -99.3% | -31.3% | -68.0% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling