+347.0%
CMG vs AMCR
+97.2%
+249.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.8% |
| 7D | -6.5% | -6.3% | -0.2% | -5.0% |
| 30D | +12.1% | -7.1% | +19.2% | +14.1% |
| 3M | +20.6% | +12.7% | +7.9% | +16.8% |
| 6M | +2.1% | +5.2% | -3.1% | +0.3% |
| YTD | -2.6% | +8.1% | -10.7% | -5.2% |
| 1Y | -8.7% | +11.7% | -20.4% | -11.9% |
| 3Y | -7.4% | +9.9% | -17.3% | -11.4% |
| 5Y | -5.7% | -8.7% | +3.0% | -5.8% |
| 10Y | +322.3% | +16.8% | +305.5% | +278.1% |
| All | +347.0% | +97.2% | +249.8% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling