+257.5%
CMG vs AMC
-98.1%
+355.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -6.0% | -1.7% |
| 7D | -2.8% | +2.3% | -5.1% | -2.9% |
| 30D | +7.1% | -0.7% | +7.9% | +7.1% |
| 3M | +31.2% | +35.2% | -4.0% | +29.6% |
| 6M | +0.7% | +124.6% | -123.9% | -2.2% |
| YTD | -0.1% | +69.9% | -70.0% | -2.3% |
| 1Y | -10.7% | -2.6% | -8.2% | -11.4% |
| 3Y | -4.7% | -79.8% | +75.1% | -3.4% |
| 5Y | -3.8% | -99.4% | +95.6% | +2.7% |
| 10Y | +352.5% | -98.9% | +451.4% | +333.8% |
| All | +257.5% | -98.1% | +355.6% | +227.2% |
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