+463.7%
CME vs AMC
-98.1%
+561.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.3% |
| 7D | -1.6% | +2.3% | -3.9% | -1.6% |
| 30D | +6.2% | -0.7% | +7.0% | +6.2% |
| 3M | +10.4% | +35.2% | -24.8% | +9.9% |
| 6M | -9.5% | +124.6% | -134.1% | -10.7% |
| YTD | +6.0% | +69.9% | -63.9% | +5.0% |
| 1Y | +9.3% | -2.6% | +11.8% | +8.9% |
| 3Y | +57.7% | -79.8% | +137.4% | +58.7% |
| 5Y | +77.7% | -99.4% | +177.1% | +83.9% |
| 10Y | +281.2% | -98.9% | +380.1% | +259.9% |
| All | +463.7% | -98.1% | +561.8% | +389.1% |
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