+518.6%
CME vs AMC
-97.8%
+616.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.5% | +12.2% | -0.2% |
| 7D | +3.7% | 0.0% | +3.7% | +3.6% |
| 30D | +13.7% | +4.4% | +9.3% | +13.6% |
| 3M | +16.6% | +15.4% | +1.2% | +16.3% |
| 6M | +8.2% | +93.7% | -85.5% | +7.0% |
| YTD | +16.3% | +97.4% | -81.1% | +14.9% |
| 1Y | +19.1% | +23.2% | -4.1% | +18.3% |
| 3Y | +67.4% | -71.3% | +138.6% | +68.0% |
| 5Y | +71.0% | -99.3% | +170.2% | +76.5% |
| 10Y | +338.9% | -98.7% | +437.7% | +314.9% |
| All | +518.6% | -97.8% | +616.4% | +435.5% |
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