-1.9%
CAG vs AMC
-98.1%
+96.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.9% |
| 6M | -16.8% | +118.8% | -135.6% | -17.6% |
| YTD | -6.8% | +64.1% | -70.9% | -7.4% |
| 1Y | -15.4% | -9.5% | -5.8% | -15.6% |
| 3Y | -37.1% | -64.3% | +27.3% | -37.1% |
| 5Y | -41.3% | -99.5% | +58.2% | -39.7% |
| 10Y | -35.5% | -98.9% | +63.5% | -30.5% |
| All | -1.9% | -98.1% | +96.3% | -8.0% |
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