-98.7%
AMC vs CRL
+353.6%
-452.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +5.5% | -1.7% | +7.2% | +5.9% |
| 30D | +16.1% | +14.6% | +1.5% | +10.2% |
| 3M | +43.0% | +24.8% | +18.1% | +31.9% |
| 6M | +130.7% | +94.7% | +36.0% | +79.2% |
| YTD | +121.8% | +73.4% | +48.4% | +78.6% |
| 1Y | +40.7% | +104.7% | -64.0% | +6.6% |
| 3Y | -56.8% | +101.1% | -157.9% | -68.4% |
| 5Y | -99.1% | -10.8% | -88.3% | -99.2% |
| 10Y | -98.7% | +358.8% | -457.5% | -99.4% |
| All | -98.7% | +353.6% | -452.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling