-70.5%
CBRS vs AMC
+164.7%
-235.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.3% | -13.4% | -6.4% |
| 7D | -18.4% | +17.7% | -36.1% | -19.0% |
| 30D | -49.4% | +26.2% | -75.6% | -49.8% |
| 3M | -59.6% | +31.3% | -90.9% | -59.9% |
| All | -70.5% | +164.7% | -235.1% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling