+47.7%
CI vs AMC
-99.3%
+146.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.6% | -2.6% |
| 7D | -1.6% | +2.6% | -4.2% | -1.6% |
| 30D | +5.4% | +9.0% | -3.6% | +5.4% |
| 3M | +7.3% | +22.2% | -14.9% | +7.1% |
| 6M | +5.3% | +91.5% | -86.2% | +4.8% |
| YTD | +8.5% | +101.3% | -92.8% | +7.9% |
| 1Y | +17.1% | +20.8% | -3.7% | +16.8% |
| 3Y | +1.4% | -71.3% | +72.7% | +1.9% |
| All | +47.7% | -99.3% | +146.9% | +48.9% |
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