-0.6%
CAG vs AMC
-97.5%
+97.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | +0.3% |
| 7D | +4.6% | +6.6% | -2.0% | +4.5% |
| 30D | +14.7% | +14.1% | +0.6% | +14.5% |
| 3M | +2.4% | +31.3% | -28.9% | +2.1% |
| 6M | +10.7% | +126.7% | -116.0% | +9.7% |
| YTD | -5.5% | +117.9% | -123.5% | -6.5% |
| 1Y | -4.6% | +41.1% | -45.7% | -5.2% |
| 3Y | -34.4% | -61.0% | +26.5% | -34.5% |
| 5Y | -39.2% | -99.1% | +60.0% | -37.8% |
| 10Y | -39.0% | -98.7% | +59.7% | -33.8% |
| All | -0.6% | -97.5% | +97.0% | -7.0% |
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