-4.0%
CMS vs AMC
+39.6%
-43.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | +6.6% | +14.0% | -7.4% | +6.8% |
| 3M | +0.8% | +42.5% | -41.7% | +1.4% |
| 6M | -3.3% | +142.6% | -145.9% | -2.4% |
| YTD | +2.7% | +119.2% | -116.5% | +3.0% |
| 1Y | -4.0% | +40.7% | -44.8% | -0.7% |
| All | -4.0% | +39.6% | -43.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling