+268.0%
CI vs AMC
-98.1%
+366.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.4% |
| 7D | +1.3% | +2.3% | -1.0% | +1.3% |
| 30D | +4.4% | -0.7% | +5.2% | +4.4% |
| 3M | +0.7% | +35.2% | -34.5% | -0.1% |
| 6M | +0.3% | +124.6% | -124.2% | -1.4% |
| YTD | +3.8% | +69.9% | -66.1% | +2.4% |
| 1Y | -5.5% | -2.6% | -2.9% | -5.9% |
| 3Y | +8.1% | -79.8% | +87.9% | +9.0% |
| 5Y | +42.8% | -99.4% | +142.2% | +49.8% |
| 10Y | +143.9% | -98.9% | +242.8% | +136.8% |
| All | +268.0% | -98.1% | +366.1% | +228.4% |
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