-20.8%
CCJ vs AMC
+24.6%
-45.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.2% |
| 7D | -7.3% | +2.6% | -9.9% | -7.4% |
| 30D | -20.0% | +9.0% | -29.0% | -20.3% |
| 3M | -23.8% | +22.2% | -46.0% | -24.7% |
| 6M | -42.4% | +91.5% | -133.9% | -45.7% |
| YTD | -22.1% | +101.3% | -123.4% | -26.0% |
| 1Y | -20.8% | +20.8% | -41.6% | -15.6% |
| All | -20.8% | +24.6% | -45.4% | -15.6% |
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 · 6 months rolling