+472.6%
CMI vs AMC
-98.1%
+570.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +2.7% |
| 7D | -0.7% | +2.3% | -3.0% | -0.8% |
| 30D | -13.4% | -0.7% | -12.7% | -13.5% |
| 3M | -17.0% | +35.2% | -52.2% | -17.9% |
| 6M | -1.6% | +124.6% | -126.2% | -4.0% |
| YTD | +11.0% | +69.9% | -58.9% | +8.9% |
| 1Y | +41.9% | -2.6% | +44.5% | +40.9% |
| 3Y | +151.8% | -79.8% | +231.6% | +154.4% |
| 5Y | +163.6% | -99.4% | +263.0% | +178.2% |
| 10Y | +472.9% | -98.9% | +571.8% | +514.6% |
| All | +472.6% | -98.1% | +570.7% | +412.5% |
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