+106.7%
CL vs AMC
-97.4%
+204.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.3% | -4.0% | +3.3% |
| 7D | +7.7% | +17.7% | -10.0% | +7.7% |
| 30D | +15.2% | +26.2% | -10.9% | +15.2% |
| 3M | +7.3% | +31.3% | -24.0% | +7.3% |
| 6M | +17.0% | +142.8% | -125.7% | +16.7% |
| YTD | +28.0% | +125.6% | -97.7% | +27.6% |
| 1Y | +32.1% | +40.2% | -8.1% | +31.9% |
| 3Y | +41.5% | -67.2% | +108.6% | +41.5% |
| 5Y | +43.9% | -99.1% | +143.0% | +44.6% |
| 10Y | +79.8% | -98.5% | +178.3% | +81.7% |
| All | +106.7% | -97.4% | +204.1% | +91.7% |
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