-12.1%
AMC vs CRBG
+7.7%
-19.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | -7.2% | +0.6% | -7.8% | -7.4% |
| 30D | -2.8% | +2.6% | -5.4% | -4.1% |
| 3M | +7.9% | +24.0% | -16.1% | -5.5% |
| 6M | +119.6% | +50.5% | +69.1% | +75.3% |
| YTD | +57.7% | +17.1% | +40.6% | +39.4% |
| 1Y | -12.1% | +5.9% | -18.0% | -19.7% |
| All | -12.1% | +7.7% | -19.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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