+322.3%
CMG vs AMC
-99.0%
+421.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.4% |
| 7D | -6.5% | -6.8% | +0.4% | -6.3% |
| 30D | +12.1% | +1.7% | +10.5% | +12.0% |
| 3M | +20.6% | +26.8% | -6.2% | +19.5% |
| 6M | +2.1% | +117.7% | -115.6% | -0.5% |
| YTD | -2.6% | +57.7% | -60.3% | -4.4% |
| 1Y | -8.7% | -12.5% | +3.8% | -9.1% |
| 3Y | -7.4% | -65.7% | +58.4% | -7.2% |
| 5Y | -5.7% | -99.5% | +93.8% | +0.4% |
| 10Y | +322.3% | -99.0% | +421.3% | +282.6% |
| All | +322.3% | -99.0% | +421.3% | +282.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling