+374.9%
CRM vs AMC
-98.1%
+473.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -3.8% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | +29.3% | -1.2% | +30.4% | +29.3% |
| 3M | +36.8% | +42.2% | -5.4% | +34.6% |
| 6M | +23.9% | +118.8% | -94.9% | +19.9% |
| YTD | -5.5% | +64.1% | -69.6% | -7.8% |
| 1Y | -0.4% | -9.5% | +9.1% | -1.1% |
| 3Y | +12.8% | -64.3% | +77.1% | +12.9% |
| 5Y | -3.5% | -99.5% | +96.0% | +5.1% |
| 10Y | +238.4% | -98.9% | +337.4% | +255.1% |
| All | +374.9% | -98.1% | +473.1% | +343.8% |
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 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