-1.4%
CMS vs AMC
+24.6%
-26.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.1% | -2.1% |
| 7D | -1.3% | +2.6% | -3.9% | -1.2% |
| 30D | +6.3% | +9.0% | -2.7% | +6.5% |
| 3M | -2.1% | +22.2% | -24.2% | -1.7% |
| 6M | -5.1% | +91.5% | -96.6% | -4.0% |
| YTD | +1.3% | +101.3% | -100.0% | +1.7% |
| 1Y | -1.4% | +20.8% | -22.2% | +0.6% |
| All | -1.4% | +24.6% | -26.0% | +0.6% |
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