+38.2%
AMC vs CRS
-7.4%
+45.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.7% | -1.4% | +5.4% |
| 7D | +6.6% | +4.9% | +1.6% | +5.2% |
| 30D | +14.1% | -20.8% | +34.9% | +20.0% |
| 3M | +31.3% | -46.4% | +77.7% | +54.5% |
| 6M | +126.7% | -28.6% | +155.2% | +130.2% |
| YTD | +117.9% | -2.8% | +120.8% | +100.9% |
| All | +38.2% | -7.4% | +45.6% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling