+895.0%
CME vs AMCR
+106.4%
+788.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +6.2% | -4.1% | +10.3% | +7.0% |
| 3M | +10.4% | +21.7% | -11.3% | +5.8% |
| 6M | -9.5% | +1.5% | -11.0% | -10.4% |
| YTD | +6.0% | +13.1% | -7.1% | +2.1% |
| 1Y | +9.3% | +16.5% | -7.2% | +4.4% |
| 3Y | +57.7% | +10.3% | +47.4% | +49.8% |
| 5Y | +77.7% | -7.7% | +85.4% | +75.1% |
| 10Y | +281.2% | +24.6% | +256.6% | +225.8% |
| All | +895.0% | +106.4% | +788.6% | +745.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling