+25.1%
CNC vs AMC
+131.1%
-106.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -7.3% | -2.8% | -4.4% | -7.2% |
| 30D | +5.2% | +14.0% | -8.8% | +4.8% |
| 3M | +8.6% | +42.5% | -33.9% | +8.0% |
| 6M | +25.1% | +142.6% | -117.5% | +19.9% |
| All | +25.1% | +131.1% | -106.0% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling