+512.2%
CMI vs AMC
-99.0%
+611.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.1% |
| 7D | +0.7% | -6.8% | +7.5% | +0.8% |
| 30D | -12.3% | +1.7% | -13.9% | -12.3% |
| 3M | -16.8% | +26.8% | -43.6% | -17.4% |
| 6M | +1.5% | +117.7% | -116.2% | -0.6% |
| YTD | +9.8% | +57.7% | -47.9% | +8.2% |
| 1Y | +42.6% | -12.5% | +55.0% | +42.0% |
| 3Y | +151.0% | -65.7% | +216.7% | +151.3% |
| 5Y | +167.0% | -99.5% | +266.5% | +179.8% |
| 10Y | +512.2% | -99.0% | +611.1% | +532.9% |
| All | +512.2% | -99.0% | +611.1% | +532.9% |
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