+169.4%
CCJ vs AMC
-66.8%
+236.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.4% |
| 7D | +4.2% | -6.8% | +11.0% | +4.3% |
| 30D | +3.2% | +1.7% | +1.5% | +3.1% |
| 3M | -1.8% | +26.8% | -28.6% | -2.9% |
| 6M | -13.5% | +117.7% | -131.2% | -15.6% |
| YTD | +9.7% | +57.7% | -47.9% | +7.7% |
| 1Y | +30.0% | -12.5% | +42.5% | +28.9% |
| All | +169.4% | -66.8% | +236.2% | +167.8% |
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