-65.0%
CBRS vs AMC
+144.4%
-209.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.7% | +13.9% | +11.4% |
| 7D | +21.2% | +3.5% | +17.7% | +20.9% |
| 30D | -23.2% | +12.5% | -35.6% | -23.4% |
| 3M | -52.9% | +23.6% | -76.5% | -53.1% |
| All | -65.0% | +144.4% | -209.4% | -65.1% |
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 · 6 months rolling