-97.3%
AMC vs CRBG
+117.3%
-214.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | +7.9% | +24.0% | -16.1% | -2.7% |
| 6M | +119.6% | +50.5% | +69.1% | +83.3% |
| YTD | +57.7% | +17.1% | +40.6% | +45.1% |
| 1Y | -12.1% | +5.9% | -18.0% | -16.1% |
| 3Y | -66.5% | +122.7% | -189.2% | -79.0% |
| All | -97.3% | +117.3% | -214.6% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling