+3.1%
CRM vs AMC
-59.1%
+62.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +2.0% | +3.5% | -1.5% | +1.7% |
| 30D | -7.7% | +12.5% | -20.1% | -8.4% |
| 3M | +8.4% | +23.6% | -15.2% | +6.7% |
| 6M | +31.9% | +144.4% | -112.4% | +24.3% |
| YTD | -17.2% | +108.3% | -125.5% | -21.7% |
| 1Y | -8.6% | +38.9% | -47.5% | -12.4% |
| 3Y | +3.1% | -58.9% | +62.0% | -6.8% |
| All | +3.1% | -59.1% | +62.2% | -6.8% |
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