+277.2%
CMS vs AMC
-98.1%
+375.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.2% |
| 7D | +0.4% | +2.3% | -2.0% | +0.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | -1.9% | +35.2% | -37.1% | -2.0% |
| 6M | -11.0% | +124.6% | -135.5% | -11.2% |
| YTD | +0.2% | +69.9% | -69.7% | 0.0% |
| 1Y | -1.3% | -2.6% | +1.3% | -1.4% |
| 3Y | +35.9% | -79.8% | +115.7% | +36.1% |
| 5Y | +23.1% | -99.4% | +122.5% | +23.4% |
| 10Y | +117.9% | -98.9% | +216.8% | +115.1% |
| All | +277.2% | -98.1% | +375.2% | +249.1% |
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