-71.2%
CBRS vs AMC
+136.1%
-207.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.8% | +9.6% |
| 7D | -17.9% | +2.6% | -20.5% | -17.7% |
| 30D | -48.8% | +9.0% | -57.8% | -48.8% |
| 3M | -57.6% | +22.2% | -79.7% | -57.5% |
| All | -71.2% | +136.1% | -207.3% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling