-98.9%
AMC vs CRS
+1,306.2%
-1,405.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -1.7% |
| 7D | -0.8% | -3.1% | +2.3% | +0.6% |
| 30D | -1.2% | -19.6% | +18.5% | +9.2% |
| 3M | +42.2% | -8.1% | +50.3% | +44.8% |
| 6M | +118.8% | +18.6% | +100.2% | +96.7% |
| YTD | +64.1% | +45.9% | +18.2% | +32.0% |
| 1Y | -9.5% | +82.5% | -92.0% | -37.0% |
| 3Y | -64.3% | +648.9% | -713.2% | -89.2% |
| 5Y | -99.5% | +1,438.1% | -1,537.6% | -99.9% |
| 10Y | -98.9% | +1,327.0% | -1,425.9% | -99.8% |
| All | -98.9% | +1,306.2% | -1,405.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling