-99.1%
AMC vs CPB
-33.9%
-65.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -2.8% | -4.1% | +1.2% | -2.8% |
| 30D | +14.0% | +16.9% | -2.9% | +13.7% |
| 3M | +42.5% | -0.6% | +43.1% | +42.4% |
| 6M | +142.6% | +11.4% | +131.2% | +143.6% |
| YTD | +119.2% | -14.8% | +134.1% | +119.1% |
| 1Y | +40.7% | -24.8% | +65.5% | +40.1% |
| 3Y | -57.3% | -36.6% | -20.7% | -57.2% |
| 5Y | -99.1% | -33.3% | -65.8% | -99.1% |
| All | -99.1% | -33.9% | -65.3% | -99.1% |
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