-98.1%
AMC vs CRS
+874.5%
-972.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -0.7% | -16.6% | +15.9% | +7.2% |
| 3M | +35.2% | -3.5% | +38.7% | +34.6% |
| 6M | +124.6% | +15.4% | +109.1% | +105.9% |
| YTD | +69.9% | +51.2% | +18.7% | +36.8% |
| 1Y | -2.6% | +98.3% | -100.9% | -32.7% |
| 3Y | -79.8% | +651.5% | -731.3% | -93.2% |
| 5Y | -99.4% | +1,411.1% | -1,510.5% | -99.9% |
| 10Y | -98.9% | +1,424.3% | -1,523.2% | -99.8% |
| All | -98.1% | +874.5% | -972.5% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling