-61.0%
AMC vs CRS
+365.2%
-426.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.7% | -1.4% | +5.7% |
| 7D | +6.6% | +4.9% | +1.6% | +5.4% |
| 30D | +14.1% | -20.8% | +34.9% | +20.2% |
| 3M | +31.3% | -46.4% | +77.7% | +52.6% |
| 6M | +126.7% | -28.6% | +155.2% | +140.4% |
| YTD | +117.9% | -2.8% | +120.8% | +112.4% |
| 1Y | +41.1% | -6.7% | +47.8% | +38.8% |
| 3Y | -61.0% | +368.0% | -429.0% | -80.4% |
| All | -61.0% | +365.2% | -426.2% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling