+272.1%
CNQ vs AMC
-99.5%
+371.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.7% |
| 7D | +0.1% | -7.2% | +7.3% | +0.3% |
| 30D | +6.2% | -2.8% | +9.0% | +6.2% |
| 3M | +12.4% | +7.9% | +4.5% | +11.7% |
| 6M | +9.0% | +119.6% | -110.6% | +5.7% |
| YTD | +52.2% | +57.7% | -5.5% | +49.0% |
| 1Y | +65.0% | -12.1% | +77.2% | +64.4% |
| 3Y | +78.8% | -66.5% | +145.3% | +80.4% |
| All | +272.1% | -99.5% | +371.6% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling