-10.2%
CAG vs AMC
+37.4%
-47.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.8% |
| 7D | -6.2% | +8.4% | -14.6% | -6.3% |
| 30D | +7.4% | +9.2% | -1.7% | +7.2% |
| 3M | -1.6% | +32.0% | -33.6% | -2.3% |
| 6M | +6.3% | +149.3% | -142.9% | +4.2% |
| YTD | -10.1% | +114.1% | -124.2% | -12.6% |
| 1Y | -10.2% | +35.8% | -46.0% | -9.4% |
| All | -10.2% | +37.4% | -47.7% | -9.4% |
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