+73.4%
CL vs AMC
-98.7%
+172.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +1.3% | +2.6% | -1.3% | +1.3% |
| 30D | +11.4% | +9.0% | +2.3% | +11.3% |
| 3M | +4.4% | +22.2% | -17.8% | +4.4% |
| 6M | +10.8% | +91.5% | -80.7% | +10.7% |
| YTD | +25.1% | +101.3% | -76.2% | +25.0% |
| 1Y | +28.0% | +20.8% | +7.2% | +27.9% |
| 3Y | +37.6% | -71.3% | +108.9% | +37.7% |
| 5Y | +39.7% | -99.2% | +139.0% | +39.9% |
| All | +73.4% | -98.7% | +172.1% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling