-39.7%
CAG vs AMC
-99.4%
+59.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.9% |
| 7D | -3.8% | +2.3% | -6.1% | -3.8% |
| 30D | +3.1% | -0.7% | +3.9% | +3.1% |
| 3M | +23.5% | +35.2% | -11.7% | +23.2% |
| 6M | -14.8% | +124.6% | -139.4% | -15.3% |
| YTD | -5.4% | +69.9% | -75.3% | -5.8% |
| 1Y | -11.8% | -2.6% | -9.2% | -12.0% |
| 3Y | -36.7% | -79.8% | +43.1% | -36.5% |
| All | -39.7% | -99.4% | +59.7% | -39.2% |
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