+163.9%
CCJ vs AMC
-99.2%
+263.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.3% |
| 7D | -0.8% | +3.5% | -4.3% | -1.0% |
| 30D | -13.2% | +12.5% | -25.6% | -13.9% |
| 3M | -27.6% | +23.6% | -51.2% | -28.7% |
| 6M | -38.7% | +144.4% | -183.1% | -43.0% |
| YTD | -22.7% | +108.3% | -131.0% | -27.7% |
| 1Y | -17.6% | +38.9% | -56.5% | -20.9% |
| 3Y | +62.7% | -58.9% | +121.6% | +64.8% |
| All | +163.9% | -99.2% | +263.1% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling