+515.9%
CME vs AMC
-97.7%
+613.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.5% |
| 7D | +0.9% | +2.6% | -1.7% | +0.9% |
| 30D | +13.2% | +9.0% | +4.2% | +13.0% |
| 3M | +16.3% | +22.2% | -5.9% | +15.9% |
| 6M | +7.1% | +91.5% | -84.3% | +6.0% |
| YTD | +15.8% | +101.3% | -85.5% | +14.4% |
| 1Y | +17.1% | +20.8% | -3.7% | +16.4% |
| 3Y | +63.2% | -71.3% | +134.5% | +63.8% |
| 5Y | +70.2% | -99.2% | +169.5% | +75.7% |
| 10Y | +337.0% | -98.7% | +435.7% | +313.0% |
| All | +515.9% | -97.7% | +613.6% | +433.0% |
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