-10.0%
CRM vs AMC
+38.0%
-48.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.3% | -5.1% | +1.5% |
| 7D | -6.2% | +17.7% | -23.9% | -7.7% |
| 30D | -1.2% | +26.2% | -27.3% | -3.4% |
| 3M | +19.1% | +31.3% | -12.2% | +15.3% |
| 6M | +23.0% | +142.8% | -119.8% | +7.9% |
| YTD | -13.7% | +125.6% | -139.3% | -23.8% |
| 1Y | -10.0% | +40.2% | -50.2% | -18.6% |
| All | -10.0% | +38.0% | -48.0% | -18.6% |
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