+294.9%
CI vs AMC
-97.8%
+392.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.5% | +11.2% | -1.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +9.9% | +4.4% | +5.5% | +9.8% |
| 3M | +12.1% | +15.4% | -3.3% | +11.7% |
| 6M | +10.6% | +93.7% | -83.1% | +9.0% |
| YTD | +11.4% | +97.4% | -86.0% | +9.6% |
| 1Y | +18.8% | +23.2% | -4.4% | +17.7% |
| 3Y | +2.9% | -71.3% | +74.1% | +3.3% |
| 5Y | +54.5% | -99.3% | +153.8% | +61.5% |
| 10Y | +175.7% | -98.7% | +274.5% | +168.2% |
| All | +294.9% | -97.8% | +392.7% | +251.3% |
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