+334.7%
CB vs AMC
-98.1%
+432.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.0% |
| 7D | +0.5% | +2.3% | -1.8% | +0.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +9.0% | +35.2% | -26.3% | +8.4% |
| 6M | +2.9% | +124.6% | -121.7% | +1.7% |
| YTD | +10.1% | +69.9% | -59.8% | +9.2% |
| 1Y | +22.8% | -2.6% | +25.4% | +22.4% |
| 3Y | +73.8% | -79.8% | +153.6% | +74.7% |
| 5Y | +99.2% | -99.4% | +198.6% | +105.7% |
| 10Y | +218.2% | -98.9% | +317.1% | +205.4% |
| All | +334.7% | -98.1% | +432.7% | +276.2% |
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