+104.2%
CB vs AMC
-99.1%
+203.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.5% |
| 7D | +0.7% | +5.5% | -4.8% | +0.7% |
| 30D | +8.2% | +16.1% | -7.9% | +8.1% |
| 3M | +6.3% | +43.0% | -36.7% | +6.1% |
| 6M | +16.2% | +130.7% | -114.5% | +15.4% |
| YTD | +19.3% | +121.8% | -102.5% | +18.5% |
| 1Y | +29.2% | +40.7% | -11.4% | +28.7% |
| 3Y | +71.4% | -56.8% | +128.2% | +72.0% |
| 5Y | +104.2% | -99.1% | +203.3% | +124.4% |
| All | +104.2% | -99.1% | +203.4% | +124.4% |
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