-97.7%
AMC vs CPB
-16.4%
-81.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.7% | -13.2% | -12.7% |
| 7D | 0.0% | +11.6% | -11.6% | -3.3% |
| 30D | +4.4% | +23.3% | -18.9% | -2.4% |
| 3M | +15.4% | +1.6% | +13.7% | +14.5% |
| 6M | +93.7% | +13.9% | +79.8% | +84.1% |
| YTD | +97.4% | -11.7% | +109.1% | +102.5% |
| 1Y | +23.2% | -18.2% | +41.4% | +29.6% |
| 3Y | -71.3% | -35.2% | -36.1% | -68.1% |
| 5Y | -99.3% | -30.5% | -68.7% | -99.2% |
| 10Y | -98.7% | -37.1% | -61.6% | -98.5% |
| All | -97.7% | -16.4% | -81.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling