-80.6%
AMC vs CRL
+38.0%
-118.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | -0.7% | +10.7% | -11.4% | -3.6% |
| 3M | +35.2% | +55.3% | -20.1% | +17.0% |
| 6M | +124.6% | +60.7% | +63.9% | +90.9% |
| YTD | +69.9% | +44.6% | +25.2% | +49.3% |
| 1Y | -2.6% | +77.7% | -80.3% | -20.2% |
| All | -80.6% | +38.0% | -118.6% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling