-97.7%
AMC vs CRL
+499.1%
-596.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.1% | -8.4% | -11.2% |
| 7D | 0.0% | -16.8% | +16.8% | +5.9% |
| 30D | +4.4% | +2.6% | +1.8% | +2.8% |
| 3M | +15.4% | +20.1% | -4.7% | +7.6% |
| 6M | +93.7% | +68.8% | +24.9% | +57.6% |
| YTD | +97.4% | +56.9% | +40.5% | +64.0% |
| 1Y | +23.2% | +86.7% | -63.5% | -3.9% |
| 3Y | -71.3% | +72.1% | -143.3% | -77.9% |
| 5Y | -99.3% | -16.6% | -82.7% | -99.3% |
| 10Y | -98.7% | +359.0% | -457.8% | -99.5% |
| All | -97.7% | +499.1% | -596.8% | -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