-0.9%
CAG vs AMC
-97.7%
+96.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.2% |
| 3M | +3.8% | +22.2% | -18.4% | +3.6% |
| 6M | +10.8% | +91.5% | -80.6% | +10.0% |
| YTD | -5.8% | +101.3% | -107.1% | -6.7% |
| 1Y | -2.4% | +20.8% | -23.2% | -2.9% |
| 3Y | -33.4% | -71.3% | +37.9% | -33.3% |
| 5Y | -39.4% | -99.2% | +59.8% | -38.0% |
| 10Y | -37.5% | -98.7% | +61.2% | -32.7% |
| All | -0.9% | -97.7% | +96.8% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling