+42.8%
CL vs AMC
-99.3%
+142.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.5% | +12.4% | 0.0% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +13.8% | +4.4% | +9.4% | +13.7% |
| 3M | +6.4% | +15.4% | -9.0% | +6.4% |
| 6M | +15.6% | +93.7% | -78.1% | +15.3% |
| YTD | +27.9% | +97.4% | -69.5% | +27.5% |
| 1Y | +31.4% | +23.2% | +8.2% | +31.2% |
| 3Y | +41.4% | -71.3% | +112.7% | +41.7% |
| 5Y | +42.8% | -99.3% | +142.0% | +43.2% |
| All | +42.8% | -99.3% | +142.0% | +43.2% |
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