-98.1%
AMC vs CRL
+452.2%
-550.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | -0.7% | +10.7% | -11.4% | -4.2% |
| 3M | +35.2% | +55.3% | -20.1% | +14.4% |
| 6M | +124.6% | +60.7% | +63.9% | +86.4% |
| YTD | +69.9% | +44.6% | +25.2% | +46.1% |
| 1Y | -2.6% | +77.7% | -80.3% | -22.7% |
| 3Y | -79.8% | +37.6% | -117.4% | -83.1% |
| 5Y | -99.4% | -35.8% | -63.6% | -99.4% |
| 10Y | -98.9% | +241.7% | -340.6% | -99.5% |
| All | -98.1% | +452.2% | -550.2% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling