+59.9%
CME vs AMC
-58.4%
+118.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | -0.4% |
| 7D | -0.6% | +6.6% | -7.1% | -0.5% |
| 30D | +8.5% | +14.1% | -5.6% | +8.6% |
| 3M | +16.0% | +31.3% | -15.2% | +16.0% |
| 6M | +9.3% | +126.7% | -117.3% | +9.4% |
| YTD | +15.3% | +117.9% | -102.6% | +15.3% |
| 1Y | +14.4% | +41.1% | -26.7% | +15.0% |
| 3Y | +59.9% | -61.0% | +120.9% | +62.2% |
| All | +59.9% | -58.4% | +118.4% | +62.2% |
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