-97.7%
AMC vs CRL
+546.0%
-643.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | -0.6% |
| 7D | +2.6% | -6.1% | +8.7% | +4.4% |
| 30D | +9.0% | +12.4% | -3.4% | +4.1% |
| 3M | +22.2% | +27.1% | -4.9% | +11.8% |
| 6M | +91.5% | +85.7% | +5.7% | +50.8% |
| YTD | +101.3% | +69.2% | +32.1% | +63.0% |
| 1Y | +20.8% | +97.5% | -76.7% | -7.6% |
| 3Y | -71.3% | +86.1% | -157.4% | -78.5% |
| 5Y | -99.2% | -10.0% | -89.2% | -99.3% |
| 10Y | -98.7% | +395.0% | -493.7% | -99.5% |
| All | -97.7% | +546.0% | -643.7% | -99.0% |
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 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