-15.4%
CAG vs AMC
-6.9%
-8.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.3% |
| 30D | +1.0% | -1.2% | +2.2% | +1.0% |
| 3M | +17.4% | +42.2% | -24.9% | +16.6% |
| 6M | -16.8% | +118.8% | -135.6% | -17.7% |
| YTD | -6.8% | +64.1% | -70.9% | -8.3% |
| 1Y | -15.4% | -9.5% | -5.8% | -18.8% |
| All | -15.4% | -6.9% | -8.5% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling