+49.3%
CI vs AMC
-99.2%
+148.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -1.7% | +8.4% | -10.2% | -1.8% |
| 30D | +4.9% | +9.2% | -4.3% | +4.8% |
| 3M | +7.4% | +32.0% | -24.6% | +7.2% |
| 6M | +0.4% | +149.3% | -148.9% | -0.2% |
| YTD | +9.5% | +114.1% | -104.6% | +8.8% |
| 1Y | +12.0% | +35.8% | -23.8% | +11.6% |
| 3Y | +7.1% | -58.3% | +65.4% | +7.3% |
| 5Y | +49.3% | -99.2% | +148.5% | +48.2% |
| All | +49.3% | -99.2% | +148.5% | +48.2% |
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