+28.0%
CL vs AMC
+24.6%
+3.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +1.3% | +2.6% | -1.3% | +1.4% |
| 30D | +11.4% | +9.0% | +2.3% | +11.4% |
| 3M | +4.4% | +22.2% | -17.8% | +4.6% |
| 6M | +10.8% | +91.5% | -80.7% | +10.5% |
| YTD | +25.1% | +101.3% | -76.2% | +24.3% |
| 1Y | +28.0% | +20.8% | +7.2% | +25.5% |
| All | +28.0% | +24.6% | +3.4% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling