+247.5%
CMG vs AMC
-97.5%
+345.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | +8.0% | +5.5% | +2.5% | +7.8% |
| 30D | +13.7% | +16.1% | -2.4% | +13.2% |
| 3M | +11.8% | +43.0% | -31.2% | +10.6% |
| 6M | +10.6% | +130.7% | -120.1% | +7.4% |
| YTD | -2.9% | +121.8% | -124.7% | -5.8% |
| 1Y | +17.8% | +40.7% | -22.8% | +15.7% |
| 3Y | -15.3% | -56.8% | +41.5% | -15.6% |
| 5Y | -0.9% | -99.1% | +98.2% | +4.8% |
| 10Y | +358.4% | -98.7% | +457.0% | +342.7% |
| All | +247.5% | -97.5% | +345.0% | +215.3% |
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