-66.5%
AMC vs CRBG
+122.1%
-188.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | -2.8% | +2.6% | -5.4% | -3.7% |
| 3M | +7.9% | +24.0% | -16.1% | -1.1% |
| 6M | +119.6% | +50.5% | +69.1% | +89.2% |
| YTD | +57.7% | +17.1% | +40.6% | +46.5% |
| 1Y | -12.1% | +5.9% | -18.0% | -16.2% |
| 3Y | -66.5% | +122.7% | -189.2% | -73.0% |
| All | -66.5% | +122.1% | -188.6% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling