-71.3%
AMC vs CRL
+86.4%
-157.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -0.2% |
| 7D | +2.6% | -6.1% | +8.7% | +4.1% |
| 30D | +9.0% | +12.4% | -3.4% | +4.8% |
| 3M | +22.2% | +27.1% | -4.9% | +13.3% |
| 6M | +91.5% | +85.7% | +5.7% | +55.8% |
| YTD | +101.3% | +69.2% | +32.1% | +68.1% |
| 1Y | +20.8% | +97.5% | -76.7% | -4.0% |
| 3Y | -71.3% | +86.1% | -157.4% | -77.2% |
| All | -71.3% | +86.4% | -157.7% | -77.2% |
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