+63.2%
CME vs AMC
-71.5%
+134.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.4% |
| 7D | +0.9% | +2.6% | -1.7% | +0.9% |
| 30D | +13.2% | +9.0% | +4.2% | +13.2% |
| 3M | +16.3% | +22.2% | -5.9% | +16.3% |
| 6M | +7.1% | +91.5% | -84.3% | +7.4% |
| YTD | +15.8% | +101.3% | -85.5% | +15.9% |
| 1Y | +17.1% | +20.8% | -3.7% | +17.8% |
| 3Y | +63.2% | -71.3% | +134.5% | +59.2% |
| All | +63.2% | -71.5% | +134.6% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling