+70.7%
AA vs AMC
-79.6%
+150.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.5% |
| 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% | -38.6% |
| 6M | -18.4% | +124.6% | -143.0% | -27.3% |
| YTD | -5.5% | +69.9% | -75.3% | -13.3% |
| 1Y | +61.0% | -2.6% | +63.5% | +57.5% |
| All | +70.7% | -79.6% | +150.3% | +82.7% |
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