+84.7%
CL vs AMC
-98.1%
+182.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.5% |
| 7D | -2.2% | +2.3% | -4.5% | -2.2% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +4.9% | +35.2% | -30.3% | +4.8% |
| 6M | -5.7% | +124.6% | -130.3% | -5.9% |
| YTD | +14.4% | +69.9% | -55.5% | +14.2% |
| 1Y | +8.7% | -2.6% | +11.3% | +8.7% |
| 3Y | +30.0% | -79.8% | +109.7% | +30.1% |
| 5Y | +28.4% | -99.4% | +127.8% | +29.1% |
| 10Y | +50.1% | -98.9% | +149.0% | +51.3% |
| All | +84.7% | -98.1% | +182.8% | +71.4% |
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