+51.2%
CI vs AMC
-99.2%
+150.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | +1.2% | +3.5% | -2.3% | +1.1% |
| 30D | +2.6% | +12.5% | -9.9% | +2.5% |
| 3M | +7.4% | +23.6% | -16.1% | +7.3% |
| 6M | -0.1% | +144.4% | -144.5% | -0.7% |
| YTD | +9.7% | +108.3% | -98.6% | +9.1% |
| 1Y | +12.1% | +38.9% | -26.8% | +11.8% |
| 3Y | +7.0% | -58.9% | +65.9% | +7.2% |
| All | +51.2% | -99.2% | +150.4% | +51.8% |
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 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