+20.8%
AMC vs CRL
+101.2%
-80.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | +0.2% |
| 7D | +2.6% | -6.1% | +8.7% | +3.6% |
| 30D | +9.0% | +12.4% | -3.4% | +5.2% |
| 3M | +22.2% | +27.1% | -4.9% | +14.5% |
| 6M | +91.5% | +85.7% | +5.7% | +58.4% |
| YTD | +101.3% | +69.2% | +32.1% | +76.0% |
| 1Y | +20.8% | +97.5% | -76.7% | -5.0% |
| All | +20.8% | +101.2% | -80.5% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling