+112.9%
AA vs AMC
-98.9%
+211.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.4% |
| 7D | -0.7% | +2.3% | -3.0% | -0.9% |
| 30D | +5.0% | -0.7% | +5.7% | +4.9% |
| 3M | -35.8% | +35.2% | -71.0% | -37.7% |
| 6M | -18.4% | +124.6% | -143.0% | -23.9% |
| YTD | -5.5% | +69.9% | -75.3% | -10.4% |
| 1Y | +61.0% | -2.6% | +63.5% | +57.9% |
| 3Y | +66.2% | -79.8% | +146.0% | +72.1% |
| 5Y | +11.4% | -99.4% | +110.8% | +31.7% |
| All | +112.9% | -98.9% | +211.8% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling