-39.1%
CAG vs AMC
-98.8%
+59.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.9% |
| 7D | -6.2% | +8.4% | -14.6% | -6.2% |
| 30D | +7.4% | +9.2% | -1.7% | +7.3% |
| 3M | -1.6% | +32.0% | -33.6% | -1.9% |
| 6M | +6.3% | +149.3% | -142.9% | +5.4% |
| YTD | -10.1% | +114.1% | -124.2% | -10.8% |
| 1Y | -10.2% | +35.8% | -46.0% | -10.7% |
| 3Y | -37.3% | -58.3% | +21.0% | -37.4% |
| 5Y | -41.6% | -99.2% | +57.6% | -40.5% |
| All | -39.1% | -98.8% | +59.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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