-38.9%
CAG vs AMC
-99.3%
+60.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.8% |
| 7D | +5.8% | +2.6% | +3.2% | +5.8% |
| 30D | +16.4% | +9.0% | +7.3% | +16.3% |
| 3M | +3.8% | +22.2% | -18.4% | +3.7% |
| 6M | +10.8% | +91.5% | -80.6% | +10.3% |
| YTD | -5.8% | +101.3% | -107.1% | -6.3% |
| 1Y | -2.4% | +20.8% | -23.2% | -2.7% |
| 3Y | -33.4% | -71.3% | +37.9% | -33.4% |
| All | -38.9% | -99.3% | +60.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling