-9.5%
AMC vs CRS
+85.3%
-94.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.8% |
| 7D | -0.8% | -3.1% | +2.3% | -0.2% |
| 30D | -1.2% | -19.6% | +18.5% | +2.6% |
| 3M | +42.2% | -8.1% | +50.3% | +40.9% |
| 6M | +118.8% | +18.6% | +100.2% | +108.6% |
| YTD | +64.1% | +45.9% | +18.2% | +54.7% |
| 1Y | -9.5% | +82.5% | -92.0% | -13.8% |
| All | -9.5% | +85.3% | -94.9% | -13.8% |
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 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