+374.3%
CB vs AMC
-97.8%
+472.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.5% | +11.8% | -0.6% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +11.2% | +4.4% | +6.8% | +11.1% |
| 3M | +5.7% | +15.4% | -9.6% | +5.5% |
| 6M | +15.9% | +93.7% | -77.8% | +14.8% |
| YTD | +20.2% | +97.4% | -77.3% | +18.9% |
| 1Y | +32.4% | +23.2% | +9.2% | +31.6% |
| 3Y | +75.5% | -71.3% | +146.8% | +76.0% |
| 5Y | +105.5% | -99.3% | +204.8% | +111.8% |
| 10Y | +258.5% | -98.7% | +357.2% | +245.0% |
| All | +374.3% | -97.8% | +472.1% | +309.7% |
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