+10.2%
CRM vs AMC
-66.8%
+77.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.8% |
| 7D | -5.0% | -6.8% | +1.8% | -4.6% |
| 30D | +23.6% | +1.7% | +22.0% | +23.5% |
| 3M | +39.6% | +26.8% | +12.8% | +36.7% |
| 6M | +23.4% | +117.7% | -94.3% | +17.4% |
| YTD | -7.4% | +57.7% | -65.1% | -10.8% |
| 1Y | -2.3% | -12.5% | +10.1% | -3.9% |
| All | +10.2% | -66.8% | +77.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling