-37.7%
CAG vs AMC
-98.9%
+61.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | -5.7% | -7.2% | +1.5% | -5.6% |
| 30D | -2.4% | -2.8% | +0.4% | -2.4% |
| 3M | +9.8% | +7.9% | +1.9% | +9.6% |
| 6M | -10.8% | +119.6% | -130.5% | -11.5% |
| YTD | -10.8% | +57.7% | -68.5% | -11.3% |
| 1Y | -19.0% | -12.1% | -6.8% | -19.1% |
| 3Y | -39.7% | -66.5% | +26.8% | -39.7% |
| 5Y | -43.0% | -99.5% | +56.5% | -41.7% |
| All | -37.7% | -98.9% | +61.3% | -32.5% |
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