+442.5%
CNQ vs AMC
-98.2%
+540.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.0% |
| 7D | -0.9% | -6.8% | +5.9% | -0.7% |
| 30D | +8.7% | +1.7% | +7.0% | +8.6% |
| 3M | +15.8% | +26.8% | -11.0% | +14.3% |
| 6M | +13.3% | +117.7% | -104.4% | +9.2% |
| YTD | +54.7% | +57.7% | -3.0% | +50.6% |
| 1Y | +69.5% | -12.5% | +82.0% | +68.3% |
| 3Y | +77.3% | -65.7% | +143.1% | +77.4% |
| 5Y | +290.3% | -99.5% | +389.8% | +333.7% |
| 10Y | +429.3% | -99.0% | +528.2% | +399.4% |
| All | +442.5% | -98.2% | +540.7% | +319.7% |
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 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