+454.5%
CCJ vs AMC
-98.1%
+552.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | +0.7% | +2.3% | -1.6% | +0.6% |
| 30D | +6.9% | -0.7% | +7.6% | +6.9% |
| 3M | -11.6% | +35.2% | -46.9% | -12.9% |
| 6M | -16.2% | +124.6% | -140.8% | -19.0% |
| YTD | +10.1% | +69.9% | -59.8% | +7.3% |
| 1Y | +32.3% | -2.6% | +34.8% | +31.0% |
| 3Y | +171.3% | -79.8% | +251.1% | +175.9% |
| 5Y | +372.4% | -99.4% | +471.8% | +415.0% |
| 10Y | +1,070.0% | -98.9% | +1,168.9% | +1,186.1% |
| All | +454.5% | -98.1% | +552.6% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling